Ambient air pollution is an important environmental problem that impacts the health and sustainable development of human beings. Many measures have been taken by governments to decrease air pollution. This paper focuses on whether government investment has a positive effect on air quality. Based on China’s environmental statistics from 2003 to 2020, the Spatiotemporal Weighted Regression Model is used to observe the spatiotemporal correlation between environmental governance investment and air quality in different provinces in China, finding that there is a negative time-space correlation between environmental governance investment and air quality. In addition, environmental governance investment will not immediately improve air quality, and air pollution has the characteristics of spatial overflow that the pollution between regions affect each other. Then, to further research governments how to deal with environmental protection, configuration analysis has been used, and finds out four high-performance paths for environmental governance of China’s provinces. At the end of this research, we put forward four suggestions for air protection. Firstly, government should formulate long-term air governance policies. Secondly, government environmental governance of air pollution should pay attention to the cooperativity of environmental governance between regions. Thirdly, the third sectors, companies and the public should be encouraged in air protection. Fourthly, government should build a whole-process air governance strategy.