As major carriers of modern economy and population, cities and towns are vortex centers of pollution migration, and the environmental effects brought about by China’s unprecedented urbanization can be imagined, although the specific scale is still a mystery. This paper focuses on the nonlinear response mechanism of urban PM
2.5
concentration to the urbanization population scale, considering that China’s urbanization development path is dominated by large- and medium-sized cities. The panel data of PM
2.5
concentration of Chinese cities observed by satellite during 1998–2016 are used to capture the nonlinear characteristics of panel threshold model (PTM). The estimation results of the double-threshold PTM including the quadratic term of urbanization population show that the U-shaped relationship between urbanization population and PM
2.5
concentration is nonlinear adjusted by urban GDP per capita with the two thresholds of 6777 Yuan and 10,296 Yuan at 2010 constant price. When the urban GDP per capita exceeds 10,296 Yuan, the urbanized population at the turning point of the U-shaped curve is 12.967 million people, which only appears in a few super-large cities such as Beijing, Tianjin, Shanghai and Chongqing. The size matching of urban economy and population is an important follow-up of environmental policies.