Tropospheric nitrogen dioxide (NO.sub.2) concentrations have declined dramatically over the United States (USA) and Europe in recent decades. Here we investigate the changes in surface and free-tropospheric O.sub.3 accompanied by NO.sub.2 changes over the USA and Europe in 2005-2020 by assimilating the Ozone Monitoring Instrument (OMI) and U.S. Air Quality System (AQS) and European AirBase network O.sub.3 observations. The assimilated O.sub.3 concentrations demonstrate good agreement with O.sub.3 observations. Surface O.sub.3 concentrations are 41.4, 39.5, and 39.5 ppb (parts per billion; USA) and 35.3, 32.0, and 31.6 ppb (Europe) and tropospheric O.sub.3 columns are 35.5, 37.0, and 36.8 DU (USA) and 32.8, 35.3, and 36.4 DU (Europe) in the simulations, assimilations, and observations, respectively. We find overestimated summertime surface O.sub.3 concentrations over the USA and Europe, which resulted in a surface O.sub.3 maximum in July-August in the simulations, which is in contrast to April in the observations. Furthermore, our analysis exhibits limited changes in surface O.sub.3 concentrations; i.e., they decreased by -6 % over the USA and increased by 1.5 % over Europe in 2005-2020. The surface observation-based assimilations suggest insignificant changes in tropospheric O.sub.3 columns, namely -3.0 % (USA) and 1.5 % (Europe) in 2005-2020. While the OMI-based assimilations exhibit larger decreases in tropospheric O.sub.3 columns, with -12.0 % (USA) and -15.0 % (Europe) in 2005-2020, the decreases mainly occurred in 2010-2014, corresponding to the reported slower decline in free-tropospheric NO.sub.2 since 2010. Our analysis thus suggests that there are limited impacts of the decline in local emissions on tropospheric O.sub.3 over the USA and Europe and advises more efforts to evaluate the possible contributions of natural sources and transport. The discrepancy in assimilated tropospheric O.sub.3 columns further indicates the possible uncertainties in the derived tropospheric O.sub.3 changes.