In this research Python machine learning module sklearn has been utilized to solve the Markov model. Markov modelling of the COVID-19 dynamics with air quality index (AQI), $\mathrm{PM}_{-2.5}$, $\mathrm{NO}_2$, $\mathrm{PM}_{-10}$, and $\mathrm{O}_3$, respectively. Data of the Chhattisgarh state of India has been analyzed in two phases. In phase-1 the time duration is from March 15, 2020, to May 01, 2020, and for phase-2 it is from Jun 01, 2020, to Jul 15, 2020. It has been noticed that initially change in AQI from 103 to 84.83 changed disease dynamics, and the first cases of COVID-19 reported. In the next two fortnights March 15,2020 , and April 01,2020 , the dynamics are the same, later the AQI change from 84.83 to 63.83 , but no change reported disease dynamics from April 15, 2020, to Jul 15, 2020. In phase 1, a cyclic trend has been observed for changes concerning $\mathrm{PM}_{-2.5}$. The trends for $\mathrm{PM}_{-2.5}$, $\mathrm{NO}_2$, $\mathrm{PM}_{-10}$, and $\mathrm{O}_3$, respectively are same, but for $\mathrm{O}_3$ it is different. COVID-19 reports a negative correlation with AQI, $\mathrm{PM}_{-2.5}$, $\mathrm{NO}_2$, $\mathrm{PM}_{-10}$. Moreover, a positive correlation with $\mathrm{O}_3$. This proves that the lockdown and ban on transport activities improved AQI, $\mathrm{PM}_{-2.5}$, $\mathrm{NO}_2$, $\mathrm{PM}_{-10}$, but not $\mathrm{O}_3$.