The transboundary characteristics and multisectoral factor interaction mechanism of haze pollution have aroused widespread attention but remain understudied. This article proposes a comprehensive conceptual model that clarifies regional haze pollution, further establishes a theoretical framework on a cross‐regional, multisectoral economy–energy–environment (3E) system, and attempts to empirically investigate the spatial effect and interaction mechanism employing a spatial‐econometrics model based on China's province‐level regions. The results demonstrate that (1) regional haze pollution is a transboundary atmospheric state formed by the accumulation and agglomeration of various emission pollutants; moreover, there is a “snowball” effect and a spatial spillover effect. (2) The formation and evolution of haze pollution are driven by the multisectoral factors of 3E system interaction, and the findings still hold after theoretical and empirical analysis and robustness tests. (3) Significant spatial autocorrelation exists for the 3E factors, presenting different clustering modes with a dynamic spatiotemporal evolution, particularly in the high‐high (H‐H) mode and low‐low (L‐L) mode. (4) Significant heterogeneous impacts of economic and energy factors on haze pollution are identified, namely, an inverted “U‐shaped” relationship and a positive linear association, respectively. Further spatial analysis demonstrates a strong spatial spillover and obvious path dependence among local and neighboring regions. Policymakers are advised to consider multisectoral 3E system interaction and cross‐regional collaboration. Integr Environ Assess Manag 2023;00:1–19. © 2023 SETAC