China has been suffering from serious air pollution for years due to rapid industrialization. However, the relationship between China’s air pollution and pollution control schemes remains understudied in the Chinese air pollution literature. Using the Environmental Theory Model, this paper studies the relationship between air pollution and control investment in China for the period 2005–2014 and applies the inverse distance weighted interpolation (IDW) and Pearson correlation methods. As a result, this paper puts forward some policy suggestions for the governance of air pollution in China. The results are as follows: (1) The Pearson correlation coefficient between China’s air pollution index (API) and control investment is 0.466 (p < 0.01). This shows that the phenomenon of ‘Treatment after Pollution’ still exists in China’s economy; (2) there is an inverted U-shaped relationship that is in accordance with the environmental Kuznets curve between China’s air pollution control investment and air pollution; (3) the high-effectiveness of governmental air pollution control is reflected in the 2013–2014 period, where the API of year 2014 decreased by 10.45 from 2013. This shows a one-year lag between exposure to air pollution and the start of control investment. Future research is warranted to concentrate on establishing a model of the relationship between air pollution and control investment or an air pollution risk assessment based on the proportional hazards model (COX) model.