This research aims to look at the link between environmental pollutants and the coronavirus disease (COVID-19) outbreak in California. To illustrate the COVID-19 outbreak, weather, and environmental pollution, we used daily confirmed cases of COVID-19 patients, average daily temperature, and air quality Index, respectively. To evaluate the data from March 1 to May 24, 2020, we used continuous wavelet transform and then applied partial wavelet coherence (PWC), wavelet transform coherence (WTC), and multiple wavelet coherence (MWC). Empirical estimates disclose a significant association between these series at different time-frequency spaces. The COVID-19 outbreak in California and average daily temperature show a negative (out phase) coherence. Similarly, the air quality index and COVID-19 also show a negative association circle during the second week of the observed period. Our findings will serve as policy implications for state and health officials and regulators to combat the COVID-19 outbreak.