This study explored the association between the five key air pollutants (Nitrogen Dioxide (NO2), Sulphur Dioxide (SO2), Particulate Matter (PM2.5, PM10), and Carbon Monoxide (CO)) and COVID-19 incidences in India. The COVID-19 confirmed cases, air pollution concentration and meteorological variables (temperature, wind speed, surface pressure) for district and city scale were obtained for 2019 and 2020. The location-based air pollution observations were converted to a raster surface using interpolation. The deaths and positive cases are reported so far were found highest in Mumbai (436 and 11394), followed by Ahmedabad (321 and 4991), Pune (129 and 2129), Kolkata (99 and 783), Indore (83 and 1699), Jaipur (53 and 1111), Ujjain (42 and 201), Surat (37 and 799), Vadodara (31 and 400), Chennai (23 and 2647), Bhopal (22 and 652), Thane (21 and 1889), respectively. Unlike the other studies, this study has not found any substantial association between air pollution and COVID-19 incidences at the district level. Considering the number of confirmed cases, the coefficient of determination (R2) values estimated as 0.003 for PM2.5, 0.002 for PM10 and SO2, 0.001 for CO, and 0.0002 for NO2, respectively. This suggests an absolute no significant association between air pollution and COVID-19 incidences (both confirmed cases and death) in India. The same association was observed for the number of deaths as well. For COVID-19 confirmed cases, none of the five pollutants has exhibited any statistically significant association. Additionally, except the wind speed, the climate variables have no produced any statistically significant association with the COVID-19 incidences.