China's economic development has brought about high-speed urbanization and haze pollution problems. Large populations are concentrated in cities, which also brings air pollution, environmental problems and infectious diseases. Based on the haze pollution data of 29 capital cities in China in 2017, the geographically weighted regression method was used to investigate the relationship between urban spatial expansion (USE) and haze. The results of this study reveal some interesting phenomena. The USE in most cities has a significant positive correlation with haze pollution. The USE of cities in the Southwest Region (SW), Southern coast (SC), and Middle Reaches of the Yangtze River (MYTR) have significant positive impacts on the haze in those cities. Among them, the coefficient of spatial expansion of the SC cities is the largest at 0.438, followed by the SW at 0.4104, and finally, the MYTR at 0.296. In addition, the urban expansion of two cities in the Northern coast (NC) and the Middle reaches of the Yellow River (MYR) passed the significance test while only one city in each of the Eastern coast (EC), the Northwest region (NW), and the Northeast region (NE) passed the significance test, indicating that the impacts of the spatial expansion of these three regions on the haze pollution are minimal. The economic development of the MYR has a significant negative impact on the haze. The effect of the urban greening level on haze is significantly negative in the SC and the SW. The impacts of urban consumption expenditures on haze in the NE, SW, and MYR are also negative. These results indicate that to reduce haze pollution, different countermeasures should be taken in the different regions in China.