Accurate and effective control mode of pollutant emissions is the key to alleviate the environmental impacts of energy supply systems. For this purpose, this paper establishes a precise space-time diffusion (STD) model of air pollutants associated with emission sources and atmosphere environment factors, and proposes a novel STD control of air pollutant emissions. Compared to the traditional emission quantity control, the proposed STD control takes the air pollutant diffusion and space-varying environmental protection demands into account, which can truly reduce the harm of air pollutant emissions. In view of an increasing interdependence between power system and natural gas system, a novel multi-objective optimal power-gas flow (MOPGF) with STD control of air pollutants is constructed. To solve the MOPGF with conflicting objectives and nonconvex gas transmission constraints, a generalized membership optimization (GMO) incorporating penalty convex-concave procedure (PCCP) based convexification is developed. GMO aims to coordinate conflicting objectives and PCCP convexifies the nonconvex gas dynamics, such that a high-quality solution can be obtained. Finally, simulations are carried out to verify the effectiveness of the STD control to reduce the influence of generation emissions, and the superiority of the convex multi-objective optimization for the MOPGF.