As a regional high-quality development demonstration zone, the Guangdong-Hong Kong-Macao Greater Bay Area has been widely proved that its establishment can accelerate regional economic growth; however, it is an assessment of whether it has a significant role in promoting regional "soft power"-the environment, etc. It is rarely involved. Based on the panel data of 15 prefecture-level cities in the Pearl River Delta from 2010 to 2018, this paper uses the establishment of the Guangdong-Hong Kong-Macao Greater Bay Area as a quasi-natural experiment and uses a difference in difference method to assess the impact of the construction of the Guangdong-Hong Kong-Macao Greater Bay Area on the urban environment. The results show that the construction of the Guangdong-Hong Kong-Macao Greater Bay Area can reduce the city''s waste gas and wastewater emissions and improve the regional environment, and this result is still valid after a series of robustness tests. The analysis of urban scale heterogeneity shows that in the construction of the Bay Area, medium-sized cities have the largest pollution reduction effect, while small-scale cities have a weaker pollution reduction effect. The mechanism analysis shows that the Guangdong-Hong Kong-Macao Greater Bay Area improves the regional environment through innovation and structural effects, and the difference in innovation capability and industrial structure improvement is one of the main reasons for the heterogeneity of urban scale. At the same time, innovation effect and structural effect are synergistic in improving the regional urban environment.