The United Nations (UN) has identified the promotion of cleaner energy and improving women’s health as two important elements in achieving the global sustainable development goals. However, the impact of household clean energy consumption on women’s health needs to be further analyzed and improved based on new methods, new data, and new perspectives. This paper used the data from the 2018 China Health and Retirement Longitudinal Study as the sample, and the Ordered Probit model, the instrumental variable (IV) approach, the conditional mixed process (CMP) method, and the mechanism analysis model were applied to empirically investigate the impact of cleaner household energy consumption on women’s health. The findings are the following: (1) It is found that cleaner household energy consumption improved women’s health, and after selecting “respondent’s regions of residence” as an IV to overcome endogenous issues, the estimated results remained significant. (2) The mechanistic estimation showed that air quality, social contact, and well-being play a mediating role in the effects of cleaner household energy consumption on women’s health, while digital ability plays a moderating role in the cleaner household energy consumption impact on women’s health. (3) This study further explored that cleaner household energy consumption significantly reduced the likelihood of women being diagnosed with hypertension, hyperlipidemia, cancer, lung disease, asthma, and depression. The conclusion of this paper that “cleaner household energy can enhance the level of women’s health” supports the viewpoints of some present literature. At the same time, this paper puts forward four policy recommendations based on the research conclusions.