Sustainability consists of economic, environmental, and societal aspects. Concomitant with China's rapid growth, the evaluation of China's ability for sustainable development (SD) has become a topic of interest. Unlike previous studies that are based on provincial regions and focus on economic and/or environmental evaluations, we have evaluated the comprehensive SD ability of 34 major cities in China using the context-dependent data envelopment analysis (CD-DEA) and proposed benchmark-learning pathways. The results indicate that the SD ability of China's major cities may be classified and ordered from low tiers to high tiers: high energy consumption and polluting industries-intensive industries-fixed asset investments and service industries-innovation, quality of life and societal services industries. As a whole, cities along the coast have a higher ability for SD than inland cities, and southern cities also rate higher than northern cities. Cities that are prioritized by government policies and funding also have higher SD abilities than other cities. We recommend that cities with lower abilities (i.e., cities in the second, third, and fourth tiers) should adopt the following points in their developmental pathways (in this order): the control of energy consumption and environmental pollution, industry upgrading and redevelopment of the city, and the development of an environment that encourages innovation and provides ample employment. This study finds that GDP is no longer an issue that restricts the SD ability of China's major cities, as compared to other factors. As China progresses towards the sustainable cities, focus should be placed on the development of a knowledge-intensive economy, balanced development, and pollution prevention.