A fuzzy optimization model based on the entropy weight method for investigating air pollution problems in various cities of Zhejiang Province, China has been proposed in this paper. Meanwhile, the air quality comprehensive evaluation system has been constructed based on the six major pollutants (SO2, NO2, CO, PM10, PM2.5 and O3) involved in China’s current air quality national standards. After analyzing the monthly data of six pollutants in 11 cities of Zhejiang Province from January 2015 to April 2018 by the above method, the authors found that, although the air quality of cities in Zhejiang Province did not reach the long-term serious pollution of Beijing, Tianjin, and Hebei, the air quality changes in the northern cities of Zhejiang were worse than those in southern Zhejiang. For example, the air quality of Shaoxing in northern Zhejiang has dropped by 14.85% in the last study period when compared with that of the beginning period, and Hangzhou, the provincial capital of Zhejiang, has also seen a decrease of 6.69% in air quality. The air quality of Lishui, Zhoushan and Wenzhou in southern Zhejiang has improved by 8.04%, 4.67% and 4.22% respectively. Apart from the geographical influence, the industrial structure of these cities is also an important cause for worse air quality. From the local areas in southern Zhejiang, cities have developed targeted air pollution control measures according to their own characteristics, including adjusting the industrial structure, changing the current energy consumption structure that heavily relies on coal, and improving laws and regulations on air pollution control, etc. In the four cities in central Zhejiang, the air quality at the end of the period (April 2018) has decreased from the beginning of the period (January 2015), given that there were no fundamental changes in their industrial structure and energy pattern.