Combined air pollution has become one of the most important city diseases in China. The construction of an urban forest not only needs landscape aesthetics, but also requires selecting a plant of high comprehensive tolerance threshold based on the needs of the ecological environment of each city, which has become a standard to maintain the sustainable development of the urban forest ecological function under environmental pollution. According to the comprehensive factor analysis of the sorption and absorption capacity of 537 plants to six air pollutants (i.e., sulfur dioxide, nitrogen dioxide, hydrogen fluoride, chlorine, ozone, and particulate matters), the results showed that the tree species with strong comprehensive tolerance ability to six air pollutants were Morus alba, Platycladus orientalis, and Ailanthus altissima; the tree species with medium comprehensive tolerance ability were Populus tomentosa, Acer truncatum, Sabina chinensis, Amygdalus davidiana, Salix babylonica, Paulownia fortunei, and Pinus tabulaeformis; the trees species with relatively weak comprehensive tolerance ability were Robinia pseudoacacia, Populus×canadensis, Ginkgo biloba, Juglans regia, Platanus acerifolia, Koelreuteria paniculata, Lagerstroemia indica, and Forsythia suspensa. According to the characteristics of climate, economic structure, and air pollutants of the cities in the north and south of China, the urban forest should be constructed using selected species with a strong comprehensive tolerance ability to achieve maximum purification effect of the urban forest ecological service function.