Improving air quality is an urgent task for the Beijing–Tianjin–Hebei (BTH) region in China. In 2018, utilizing 365 days’ daily concentration data of six air pollutants (including PM2.5, PM10, SO2, NO2, CO and O3) at 947 air quality grid monitoring points of 13 cities in the BTH region and controlling the meteorological factors, this paper takes the implementation of the Blue Sky Defense War (BSDW) policy as a quasi-natural experiment to examine the emission reduction effect of the policy in the BTH region by applying the difference-in-difference method. Results show that the policy leads to the significant reduction of the daily average concentration of PM2.5, PM10, SO2, O3 by −1.951 μg/m3, −3.872 μg/m3, −1.902 μg/m3, −7.882 μg/m3 and CO by −0.014 mg/m3, respectively. The results of the robustness test support the aforementioned conclusions. However, this paper finds that the concentration of NO2 increases significantly (1.865 μg/m3). In winter heating seasons, the concentration of SO2, CO and O3 decrease but PM2.5, PM10 and NO2 increase significantly. Besides, resource intensive cities, non-key environmental protection cities and cities in the north of the region have great potential for air pollutant emission reduction. Finally, policy suggestions are recommended; these include setting specific goals at the city level, incorporating more cities into the list of key environmental protection cities, refining the concrete indicators of domestic solid fuel, and encouraging and enforcing clean heating diffusion.