The topic of haze collaborative governance has become a hot policy issue attracting worldwide attention. However, existing studies do not pay enough attention to haze collaborative governance in the process of central environmental protection inspection (CEPI). This paper employs a tripartite evolutionary game model to explore the evolutionary mechanism of haze collaborative governance among China’s central and local governments and verifies its findings further through a case study of CEPI for air pollution in Beijing-Tianjin-Hebei and surrounding regions. The results show that haze collaborative governance is mainly affected by the performance evaluation system, policy implementation cost, clean government construction, industrial transfer trend, fiscal subsidy, environmental inspection cost, environmental accountability, and public participation. The implementation of CEPI is conducive to haze collaborative governance among central government and local governments. To promote the full implementation of air pollution control policies, the local governments need to optimize the performance evaluation system by considering economic development and environmental protection, reduce policy implementation costs by cost-sharing, and strengthen clean government construction by preventing rent-seeking corruption. In addition, the local governments need to strengthen the coordination of cross-regional industrial development and optimize fiscal subsidies to promote ecological compensation and transfer payments. For supervising the policy implementation of local governments thoroughly, the central government needs to reduce the environmental inspection cost using the evaluation framework of cost-benefit analysis, strengthen the haze governance accountability through normalizing supervision, and broaden the public’s external supervision channels. It is vital to take effective measures to carry out haze collaborative governance, providing a useful experience for developing countries.