Based on the micro-data of China’s household income survey and urban macro-data, this paper uses two-stage least squares (2SLS) to explore the impact of urban scale and environmental pollution on the subjective well-being of urban residents. The study found that there is a significant inverted U-shaped relationship between urban scale and subjective well-being of urban residents. Environmental pollution has a positive impact on the subjective well-being of urban residents. Due to the existence of urban scale thresholds, only 46 small cities such as Qingyuan, Jincheng, Shangqiu, Fuxin, Changde and Qujing are not sensitive to environmental pollution. For first-tier and second-tier cities, urban scale and subjective well-being of urban residents are significantly positive. U-type relationship, environmental pollution has a significant negative impact on residents’ subjective well-being, but due to the “urban scale threshold” effect, urban residents in big cities such as Beijing and Chongqing are not sensitive to environmental pollution caused by urban expansion.