This study aims to determine whether there is an effect between the number of contaminated COVID-19 and financial markets in China, USA, and Indonesia after implementing the New Normal Policy. The COVID 19 outbreak that WHO has announced in March 2020 as a Pandemic has triggered a fall in share prices. In June 2020, the Indonesian government issued a new normal policy to save the economy sector. Will the financial markets return to normal after the implementation of the new normal policy? this study is the latest research on the effect of the number of contaminated COVID-19 with the financial market after enacting the new normal. This study uses secondary data, which is processed by linear regression using SPSS software. The samples in this study were the Shanghai Composite Index / SSEC (China), the Dow Jones industrial average index / DJIA (United States), and the Jakarta Composite Index / JCI (Indonesia). The daily index data is taken for one month after the new normal implemented, namely June 2020. The results of this study indicate that the amount contaminated with COVID 19 does not affect. Financial market index of China, USA, and Indonesia after the issuance of the New Normal policy. This research provides international evidence that the amount contaminated with COVID 19 has no effect on the stock index in the financial markets of China, USA, and Indonesia after the implementation of the new normal policy. For further research, it can include other variables such as macroeconomics and use a more comprehensive research sample.