Major sporting events, such as the Olympic Games, can harm air quality due to the construction of large stadiums and other sporting facilities, the transportation of athletes and spectators, and the consumption of energy and resources. To successfully host the 2022 Beijing Winter Olympics, the Chinese government has taken measures to improve air quality in the Beijing–Tianjin–Hebei region, such as limiting car use, closing polluting businesses, and increasing clean energy. Whether these measures have effectively improved the air quality in the Beijing–Tianjin–Hebei region and whether they have had a sustained impact are the concerns of this study. In this study, based on air quality statistics for 24 Chinese cities from 2014–2022, including 2592 observations, we investigated the impact of the Beijing Winter Olympics on the air quality in the Beijing–Tianjin–Hebei region using the difference-in-difference (DID) method. Our empirical findings indicate that the Beijing Winter Olympics significantly impacted the air quality in the Beijing–Tianjin–Hebei region. We observed a 25% reduction in the air quality index (AQI) and a 28% reduction in the levels of PM2.5, holding all other factors constant. Trend analysis further suggests that the Beijing Winter Olympics contributed to the region’s long-term trend of air quality improvement. We performed a series of robustness tests, all indicating the reliability of our basic conclusions. In addition, the heterogeneity analysis shows a significant effect of the pollution level and the distance from the capital on the effectiveness of air quality improvement, while economic development had no significant impact. Our findings have important implications for policymakers and other stakeholders interested in improving air quality. The significant improvements from the Beijing Winter Olympics suggest that implementing similar initiatives in other regions may also have positive effects.