The massive construction of high-speed rail has profoundly changed China, and it has also had a significant impact on air pollution in Chinese cities. Based on the panel data of 278 cities in China from 2003 to 2019, this paper makes an empirical study on the influence of high-speed rail on city-level air quality by using the opening of high-speed rail as a quasi-natural experiment and taking the method of progressive DID estimation model. The results show that: 1) The opening of high-speed rail significantly improves city-level air quality, and the conclusions are still valid after a series of robustness tests and dealing with endogenous problems. 2) The opening of high-speed rail has a heterogeneous effect on air quality in cities of different regions and different scales. 3) The opening of high-speed rail can promote technological progress and accelerate the upgrading of industrial structures, as well as reduce air pollution levels in neighboring cities through the spillover effect. 4) The opening of high-speed rail improves urban air quality through the substitution effect of air passenger transport.