Although new infrastructure investment is generally considered to have a high environmental improvement expectation, mismatched new infrastructure investment still has the potential to damage the environment. This study examines the environmental impact of the matching degree (NDC) between new infrastructure investment (NII) and digital economy (DECO), using comprehensive economic theory and the panel data of 30 provinces from 2011 to 2019 in China. We employ a range of models including fixed effect, lag effect, threshold effect, and spatial autoregressive models, as well as regional heterogeneity tests. Our results indicate that NII, DECO, NDC, and PM_2.5 all have significant spatial spillover effects. In addition, our results indicate that both NII and NDC significantly promote the weakening of haze concentration, and NDC has a strong hysteresis effect. Moreover, the significant single-threshold effect reveals structural mutations in the environmental impact of NII and NDC in air pollution. All the results remained valid under a series of robustness tests. Based on these empirical results, we provide a theoretical and empirical basis about environmental protection for the government to implement new infrastructure investment and digital economy, and the research has implications for other developed or developing countries as well.