Identifying the key factors that have impact on air pollution can provide a scientific basis for the rational formulation and effective implementation of air pollution policies in China. This paper uses panel data of 119 prefecturelevel cities from 20122015 to study the influential factors of air pollution with the spatial dynamic panel data model. The results show that there are significant spatial spillovers and dynamic effects in the spatial dimension and time dimension of urban air pollution in China. There is a significant inverted “U” relationship between air pollution and economic development, which verifies the existence of Environmental Kuznets Curve. The industrial structure measured by the second industry of GDP and the increasing density of the population significantly aggravates the urban air pollution. Technological advances and urban greening may improve the pollution, while the investment of governing air pollution in urban environment is not significant. According to the above findings, this paper makes the corresponding policy suggestions for improving urban air pollution at last.