In recent years, the continuous development of the economy and science and technology of China has caused a certain degree of pollution to the atmospheric environment on which the people depend. The current air pollution problem is actively a concern by the government and all walks of life. Based on the 2015–2019 air quality indicators and some socioeconomic indicators, this paper uses the grey correlation analysis method to analyze the Beijing and Zhangjiakou cities that will host the Winter Olympics in 2022. The study found that the three factors most closely related to the Beijing Air Quality Index (AQI) are the permanent population (0.831), energy consumption (0.801), the number of motor vehicles (0.79), and the permanent population (0.916) and industrial added value (0.905). The total output value of agriculture, forestry, and animal husbandry and fishery (0.89) are the three factors most closely related to the air quality index (AQI) of Zhangjiakou City, and the permanent population is the common factor affecting the two cities. Considering that the factors that affect the air quality of the two cities are not exactly the same, this paper combines the development positioning of the two cities and their own characteristics, and puts forward specific suggestions and opinions on the different problems faced by the two cities. The aim is to promote the continuous improvement of air quality in the two cities to reach an excellent level through scientific and feasible air management programs before the opening of the 2022 Winter Olympic Games, and help the 2022 Winter Olympics to be held smoothly.