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This study examines the return and volatility network connectedness of BRICS equity markets between January 2019 and March 2021 by utilizing the time varying parameter-VAR (TVP-VAR) based frequency connectedness approach of Barunik and Ellington (2020). In this context, we estimate short-, medium-, and long-term network return and volatility connectedness of BRICS equity markets during an episode that covers the recent COVID-19 pandemic. Furthermore, we focus on the network structures of frequency return/volatility connectedness at a tranquil time (March 11, 2019) and at a turmoil time (March 11, 2020) to compare the magnitude of pairwise spillovers. Both dynamic total overall return and volatility connectedness indexes markedly surged aftermath the COVID-19 outbreak, and accordingly indicate the significant impact of the COVID-19 on the BRICS equity markets connectedness. Network structures of dynamic return and volatility connectedness indicate remarkably amplified pairwise spillovers on March 11, 2020.