Beijing-Tianjin-Hebei urban agglomeration (BTH), Yangtze River Delta (YRD), and Pearl River Delta (PRD) are the most important economic hinterlands in China, offering high levels of economic development. In 2020, their proportion of China’s total GDP reached 39.28%. Over the 5 years of 2014–2018, the annual maximum air quality index (AQI) of the three major urban agglomerations was greater than 100, thus maintaining a grade III light pollution (100 < AQI < 200) in Chinese air standards. This research thus uses a two-stage empirical analysis method to explore the spatial-temporal dispersal physiognomies and spillover effects of air quality in these three major urban agglomerations. In the first stage, the Kriging interpolation method regionally estimates and displays the air quality monitoring sampling data. The results show that the air quality of these three major urban agglomerations is generally good from 2014 to 2018, the area of good air is gradually expanding, the AQI value is constantly decreasing, the air pollution of YRD is shifting from southeast to northwest, and the air pollution of PRD is increasing. The dyeing industry shows a trend of concentration from northwest to south-central. In the second stage, Moran’s I and Spatial Durbin Model (SDM) explore the spatial autocorrelation and spillover effects of air quality related variables. The results show that Moran’s I values in the spatial autocorrelation analysis all pass the significance test. Moreover, public transport, per capita GDP, science and technology expenditure, and the vegetation index all have a significant influence on the spatial dispersal of air quality in the three urban agglomerations, among which the direct effect of public transport and the indirect effect and total effect of the vegetation index are the most significant. Therefore, the China’s three major urban agglomerations (TMUA) ought to adjust the industrial structure, regional coordinated development, and clean technology innovation.