In India, the nationwide lockdown due to COVID-19 has been implemented on 25 March 2020. The lockdown restrictions on more than 1.3 billion people have brought exceptional changes in the air quality all over the country. This study aims to analyze the levels of three major pollutants (PM2.5, PM10, and NO2) before and during the lockdown in Delhi, one of the world’s most polluted cities. The data for PM2.5, PM10, and NO2 concentrations are derived from 38 ground stations dispersed within the city. The spatial interpolation maps of pollutants for two times are generated using Inverse Distance Weighting (IDW) model. The results indicate the lowering of PM2.5, PM10, and NO2 concentrations in the city by 93%, 83%, and 70% from 25 February 2020 to 21 April 2020 respectively. It is found that before one month of the lockdown the levels of air pollution in Delhi were critically high and far beyond the guideline values set by the World Health Organization. The levels of air pollution are historically low after the lockdown. Considering the critically degraded air quality for decades and higher morbidity and mortality rate due to unhealthy air in Delhi, the improvement in air quality due to lockdown may result as a boon for the better health of the city’s population.