<p>In March 2020, non-pharmaceutical interventions in the form of lockdowns were applied across Europe to urgently reduce the transmission of SARS-CoV-2, the virus which causes the COVID-19 disease. The near-complete shutdown of the European economy had widespread impacts on atmospheric composition, particularly for nitrogen dioxide (NO<sub>2</sub>) and ozone (O<sub>3</sub>). To investigate these changes, we analyze data from 246 ambient air pollution monitoring sites in 102 urban areas and 34 countries in Europe between February and July, 2020. Counterfactual, business as usual air quality time series are created using machine learning models to account for natural weather variability. Across Europe, we estimate that NO<sub>2</sub> concentrations were 34 and 32 % lower than expected for traffic and urban-background locations while O<sub>3</sub> was 30 and 21 % higher (in the same environments) at the point of maximum restriction on mobility. The European urban NO<sub>2</sub> experienced in the 2020 lockdown was equivalent to that which might be anticipated in 2028 based on average trends since 2010. Despite NO<sub>2</sub> concentrations decreasing by approximately a third, total oxidant (O<sub>x</sub>) changed little, suggesting that the reductions of NO<sub>2</sub> were substituted by increases in O<sub>3</sub>. The lockdown period demonstrated that the expected future reductions in NO<sub>2</sub> in European urban areas are likely to lead to a widespread increase in urban O<sub>3</sub> pollution unless additional mitigation measures are introduced.</p>