Since its first appearance in Wuhan, China at the end of 2019, the new coronavirus (COVID-19) has evolved a global pandemic within three months, with more than 4.3 million confirmed cases worldwide until mid-May 2020. As many countries around the world, Malaysia and other southeast Asian (SEA) countries have also enforced lockdown at different degrees to contain the spread of the disease, which has brought some positive effects on natural environment. Therefore, evaluating the reduction in anthropogenic emissions due to COVID-19 and the related governmental measures to restrict its expansion is crucial to assess its impacts on air pollution and economic growth. In this study, we used aerosol optical depth (AOD) observations from Himawari-8 satellite, along with tropospheric NO2 column density from Aura-OMI over SEA, and ground-based pollution measurements at several stations across Malaysia, in order to quantify the changes in aerosol and air pollutants associated with the general shutdown of anthropogenic and industrial activities due to COVID-19. The lockdown has led to a notable decrease in AOD over SEA and in the pollution outflow over the oceanic regions, while a significant decrease (27% - 30%) in tropospheric NO2 was observed over areas not affected by seasonal biomass burning. Especially in Malaysia, PM10, PM2.5, NO2, SO2, and CO concentrations have been decreased by 26-31%, 23-32%, 63-64%, 9-20%, and 25-31%, respectively, in the urban areas during the lockdown phase, compared to the same periods in 2018 and 2019. Notable reductions are also seen at industrial, suburban and rural sites across the country. Quantifying the reductions in major and health harmful air pollutants is crucial for health-related research and for air-quality and climate-change studies.