Revealing the spatial–temporal pattern and convergence characteristics of urban land use efficiency has important guiding significance for adjusting and optimizing the regional urban land use structure. Taking the provincial units in China as the research object, the urban land use efficiency evaluation system considering the unexpected output was constructed, and the slack-based measure (SBA) model was used to quantitatively measure the provincial urban land use efficiency from 2000 to 2020. The exploratory spatial data analysis (ESDA) model and spatial convergence index were combined to reveal the spatial–temporal pattern and convergence characteristics of provincial urban land use efficiency. The results showed that the provincial urban land use efficiency has been continuously improving, with regional differences as shown in eastern region > northeast region > central region > western region. Moran’s I of provincial urban land use efficiency was greater than 0, there was a positive spatial correlation, and the clustering feature became increasingly significant. The spatial form of LISA was characterized by “small agglomeration and large dispersion”; the H(High)-H(High) type was clustered in the Yangtze River Delta and Beijing–Tianjin–Hebei, while the L(Low)-L(Low) type was clustered in Xizang, Xinjiang and Qinghai. There was a σ convergence in provincial urban land use efficiency, and there was significant absolute β convergence and conditional β convergence of provincial urban land use efficiency. The results showed that the differences in provincial urban land use efficiency were shrinking, showing a “catch-up effect”, and converging to their respective stable states over time. Based on the analysis of the spatial–temporal pattern and convergence characteristics of provincial urban land use efficiency in China, we could provide a direction for the optimization of the urban land use structure and efficiency improvement in China, in order to narrow the differences in urban land use efficiency in China’s four major regions.