Since the beginning of the 21st century, urbanization has brought about dramatic changes in population, life, and economy, while having a significant impact on the distribution of ecosystem service. As research on the relationship between urbanization and ecosystem service has gradually specified, we decided to explore it at different scales. In this paper, we quantified and mapped the spatial–temporal evolution and relationship between urbanization and ecosystem service value in the Pearl River Delta Urban Agglomeration from 2000 to 2019 based on a dual-scale perspective of county and 3 km × 3 km raster. Our results show that the overall trend of urbanization level and ecosystem service value was increasing. Urbanization and ecosystem service value at the county scale showed a negative spatial correlation, while it was not significant at the raster scale. The “high–high” agglomeration was more concentrated, while the other three “low–low”, “low–high” and “high–low” agglomerations were more dispersed. Our findings suggest it is crucial to identify the key factors of small urban areas to grasp the development mechanism in the urbanization process and maintain the balance of the ecosystem.