COVID-19 suddenly struck Wuhan at the end of 2019 and soon spread to the whole country and the rest of world in 2020. To mitigate the pandemic, China authority has taken unprecedentedly strict measures across the country. That provides a precious window to study how the air quality response to quick decline of anthropogenic emissions in terms of national scale, which would be critical basis to make atmospheric governance policies in the future. In this work, we utilized observations from both remote sensing and in-situ measurements to investigate impacts of COVID-19 lockdown on different air pollutions in different regions of China. It is witnessed that the PM2.5 concentrations exhibited distinct trends in different regions, despite of plunges of NO2 concentrations over the whole country. The steady HCHO concentration in urban area provides sufficient fuels for generations of tropospheric O3, leading to high concentrations of O3, especially when there is not enough NO to consume O3 via the titration effect. Moreover, the SO2 concentration kept steady at a low level regardless of cities. As a conclusion, the COVID-19 lockdown indeed helped reduce NO2 concentration. However, the atmospheric quality in urban areas of China has not improved overall due to lockdown measures. It underscores the significance of comprehensive control of atmospheric pollutants in cleaning air. Reducing VOCs (volatile organic compounds) concentrations in urban areas would be a critical mission for better air quality in the future.