This is data and code accompanying the paper "Ambiguous Air Pollution Effects of China's COVID-19 Lockdown". Reductions in ambient pollution have been suggested as a "silver lining" to the COVID-19 Pandemic. We analyze China's pollution monitor data and account for the large annual improvements in air quality following Lunar New Year (LNY), which essentially coincided with lockdowns. With the exception of NO2, China's air quality improvements in 2020 are smaller than we should expect near the pandemic's epicenter: Hubei province. We see smaller improvements in SO2 than expected while ozone concentrations roughly doubled in Hubei. Similar patterns are found for the six provinces neighboring Hubei. We conclude that COVID-19 had ambiguous impacts on China's air quality.