Cleaner winter heating has been promoted to abate the winter air pollution in northern China. Although improvements in air quality have been observed, the effectiveness and mechanism of cleaner heating measures on air quality have not been examined on the empirical ground. In this study, we estimate the annual effects of winter heating policy on air quality from 2014 to 2017 using a regression discontinuity design (RDD) and dynamic regression model. The results show that winter heating aggravates Air Quality Index (AQI). Specifically, the AQI raised by winter heating reduce from 85.3 in 2014 to 24.1 in 2017, indicating diminishing effects of winter heating with the implementation of clean heating measures. The heterogeneous characteristics of winter heating in terms of different pollutants and city scales are further quantified. The effects of clean heating are more evident for particulate pollutants (PM_2.5 and PM₁₀) than for SO₂, NO₂, CO and O₃. The promotion of clean heating is more effective in larger cities. These findings provided insights into the diminishing air pollution change with continuous advancement in clean heating policy and the heterogeneity among cities and pollutants should be taken into account when formulating future policies in response to energy transition and climate change.