Recent studies demonstrate that air quality improved during the coronavirus pandemic due to the imposition of social lockdowns. We investigate the impact of COVID-19 on air pollution in the two largest cities in Taiwan, which were not subject to economic or mobility restrictions. Using a generalized difference-in-differences approach and real-time data on air quality and transportation, we estimate that levels of sulfur dioxide, nitrogen dioxide and particulate matter increased 5 - 12 percent relative to 2017 - 2019. We demonstrate that this counterintuitive finding is likely due to a shift in preferences for mode of transport away from public transportation and towards personal automobiles. Similar COVID-19 prevention behaviors in regions or countries emerging from lockdowns could likewise result in an increase in air pollution.