The macro-invertebrate is an important part of the aquatic food web of urban rivers, and it is of great significance in understanding its ecological suitability for the stability of river ecosystems. Previous studies, such as those that have conducted suitability index and canonical correspondence analyses (CCAs), have widely used a macro-invertebrate suitability analysis; however, these studies can only confirm a few coupling relationships between the environment and macro-invertebrates. In our study, one-way ANOVA, HCA, PCA and GAM models were used to explain the differences in the spatial and temporal distribution of environmental factors, as well as to reduce data redundancy. A response curve of the critical environmental factors and macro-invertebrates was constructed, and the nonlinear relationship between these factors and benthic animals was quantified to analyze the ecological threshold of the macro-invertebrates. The study area was the Majiagou River, Harbin, China. The results show that COD had significant seasonal differences due to complex hydrological conditions, and most of the water quality factors had spatial differences. The GAM model explained 60% of the Margalef diversity index (MDI) variance. The relationship between chlorophyll-a and MDI was unimodal, and MDI and NH4+-N essentially showed a negative correlation; when the total nitrogen (TN) value reached 5.8 mg/L, MDI reached its peak. When MDI was higher than the mean value, the chlorophyll-a range was 18.1 μg/L~83 μg/L. The NH4+-N was less than 1.8 mg/L, and TN was 1.8~6.8 mg/L. This study provides a reference for the comprehensive management of urban river ecosystems.