All over the world, Industrial agglomeration has become a key to improve the efficiency of urban land use and regulate the process of urbanization. Industrial agglomeration, as a universal economic geographical phenomenon, has been extensively studied, but few scholars have discussed the relationship between industrial agglomeration and urban land use efficiency. Based on this, after classifying the type of agglomeration externalities, our study uses OLS and GTWR models to explore the complex mechanism of interaction between industrial agglomeration externalities and urban land use efficiency, especially the spatiotemporal non-stationary characteristics. We found that the impact of industrial agglomeration externalities on urban land use efficiency is significantly unstable in time and space, and the coexistence, substitution and aging mechanism of agglomeration externalities among different types were also observed. Our research can provide reference for city managers to formulate reasonable industrial policies and enterprises to choose the location. Meanwhile, our research has made some contributions to the academic research on urban land use efficiency.