This　study　investigates　the　impact　of　the　recent　COVID-19　pandemic　on　the　time-frequency　volatility　spillovers　across　the　international　crude　oil　market　and　Chinese　major　energy　futures　markets.　In　addition　to　the　Chinese　crude　oil　market,　six　other　major　energy　futures　markets　in　China　are　also　considered.　Volatility　spillover　networks　are　constructed　based　on　the　generalized　forecast　error　variance　decomposition　in　the　frequency　domain.　The　results　demonstrate　that　the　outbreak　of　COVID-19　strengthened　the　total　volatility　spillover　across　these　markets.　Interestingly,　the　volatility　spillovers　from　the　international　crude　oil　market　to　China＇s　markets　were　found　to　be　overall　strong　in　the　long　term　and　to　have　increased　substantially　during　the　pandemic.　However,　the　spillovers　across　the　domestic　markets　were　found　to　dominate　in　the　short　term,　even　with　the　occurrence　of　the　pandemic　and　crude　oil　price　turbulence.　The　findings　suggest　that　policymakers　and　investors　should　be　cautious　about　the　diverse　impacts　of　the　pandemic　at　multiple　scales.