The effect of COVID-19 confinement regulations on air quality in the northwestern Alps is assessed here based on measurements at five valley sites in different environmental contexts. Surface concentrations of nitrogen oxides (NO and NO2), ozone (O3), particulate matter (PM2.5 and PM10), together with a thorough microphysical (size), chemical, and optical (light absorption) aerosol characterisation, complemented by observations along the vertical column are considered. Even in the relatively pristine environment of the Alps, the «lockdown effect» is well discernible, both in the early confinement phase and in late 2020. The variations observed during the first confinement period in the city of Aosta (−61% NO, −43% NO2, +5% O3, +9% PM2.5, −12% PM10, relative to average 2015–2019 conditions) are attributed to the competing effects of air pollution lockdown-induced changes (−74%, −52%, +18%, −13%, −27%, relative to the counterfactual scenario for 2020 provided by a predictive statistical model trained on past measurements) and meteorology (+52%, +18%, −11%, +25%, +20%, relative to average conditions). These changes agree well with the ones obtained from a chemical transport model with modified emissions according to the restrictions. With regard to column-integrated quantities and vertical profiles, the NO2 column density decreases by >20% due to the lockdown, whereas tropospheric aerosols are mainly influenced by large-scale dynamics (transport of secondary particles from the Po basin and mineral dust from the Sahara desert and the Caspian Sea), except a shallow layer about 500 m thick close to the surface, possibly sensitive to curtailed emissions (especially exhaust and non-exhaust particles from road traffic and fugitive emissions from the industry).