•Based on multi-source big data, we built a Bayesian inference model to examine the effectiveness of non-pharmaceutical interventions for mitigating the spread of COVID-19 across both multiple pandemic waves and geographic scales.•The synergistic effectiveness of NPIs for reducing COVID-19 infections declined along waves before vaccine rollout, from 95.4% in the first wave to 56.0% in the third wave at the global level, and similarly from 83.3% to 58.7% at national level in the USA.•NPIs effectiveness had fluctuating performance across waves on regional and subnational scales.•Regardless of geographical scale, gathering restrictions and facial coverings played significant roles to mitigate the early waves of COVID-19. Governments worldwide have rapidly deployed non-pharmaceutical interventions (NPIs) to mitigate the COVID-19 pandemic. However, the effect of these individual NPI measures across space and time has yet to be sufficiently assessed, especially with the increase of policy fatigue and the urge for NPI relaxation in the vaccination era. Using the decay ratio in the suppression of COVID-19 infections and multi-source big data, we investigated the changing performance of different NPIs across waves from global and regional levels (in 133 countries) to national and subnational (in the United States of America USA) scales before the implementation of mass vaccination. The synergistic effectiveness of all NPIs for reducing COVID-19 infections declined along waves, from 95.4% in the first wave to 56.0% in the third wave recently at the global level and similarly from 83.3% to 58.7% at the USA national level, while it had fluctuating performance across waves on regional and subnational scales. Regardless of geographical scale, gathering restrictions and facial coverings played significant roles in epidemic mitigation before the vaccine rollout. Our findings have important implications for continued tailoring and implementation of NPI strategies, together with vaccination, to mitigate future COVID-19 waves, caused by new variants, and other emerging respiratory infectious diseases.