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Innovation policy is important to sustainable development. However, few scholars have paid attention to the impact of Comprehensive Innovation Reform Pilot (CIRP) Zone Policy on urban green innovation efficiency. To fill this gap, this paper uses difference-in-differences and robustness tests to explore the impact of CIRP on urban Green Innovation Efficiency (GIE) in 275 cities in China from 2008 to 2017. The impacts are investigated in terms of the innovation-driven effect, talent cluster effect, and market effect. The results show that: (1) the impact of CIRP on the GIE of pilot cities significantly increased by 12% from 2008 to 2017, indicating that the innovation policy for sustainable development has an important positive effect on urban green innovation; (2) CIRP has improved the overall innovation level and talent cluster, accelerated the marketization process, and promoted the GIE of the pilot cities; and (3) the analysis of urban heterogeneity showed that CIRP has a greater impact on GIE in central cities in China than in western and eastern cities. The impact on GIE in low-administrative-level cities is greater than in high-administrative-level cities. It is suggested that the government takes the lead in green innovation and improves the talent introduction measures and green financial services. Achieving green innovation and development is the common goal of many countries around the world. The research results provide implications about introducing innovative policies for sustainable development in other countries and regions, especially developing countries that face the dilemma between economic growth and environmental protection.