High-quality evaluation of city sustainability is an important part of city policy making and development. In this paper, we evaluated the sustainability of the 14 cities in Liaoning, China, from 2015 to 2017. Based on the comprehensive consideration of the interactions among the social, economic and environmental systems, the traditional evaluation indicator system is refined. We incorporate the attitude of decision makers into the evaluation model and propose an objective weighting method by considering data distribution to objectively guide the cities to develop towards the established goals. The empirical research results show that cities located in eastern Liaoning performed the best and in western Liaoning performed the worst. The performances of the 14 cities in Liaoning were not perfect. Both the evaluation values and growth rates of 7 cities (accounting for 50.00%) were lower than the overall average level. The evaluation values of the three systems of the 14 cities were not balanced. The evaluation values of the social, economic and environmental systems fluctuated within the range of [0.0159, 0.0346], [0.0151, 0.0677] and [0.0123, 0.0483], respectively. The social and economic systems of most cities supplied more for the environmental system than for the other system. Cities with higher environmental base rankings offered less supply to other systems. At the same time, we also provide some individualized and concrete suggestions for the guidance of city sustainable development. By comparing the empirical data with the reality, it confirms the credibility of the method and the recommendations in this paper.