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Investigating the spatial epidemic dynamics of COVID-19 is crucial in understanding the routine of spatial diffusion and in surveillance, prediction, identification and prevention of another potential outbreak. However, previous studies attempting to evaluate these spatial diffusion dynamics are limited. Using city as the research unit and spatial association analysis as the primary strategy, this study explored the changing primary risk factors impacting the spatial spread of COVID-19 across Chinese cities under various diffusion assumptions and throughout the epidemic stage. Moreover, this study investigated the characteristics and geographical distributions of high-risk areas in different epidemic stages. The results empirically indicated rapid intercity diffusion at the early stage and primarily intracity diffusion thereafter. Before countermeasures took effect, proximity, GDP per capita, medical resources, outflows from Wuhan and intercity mobility significantly affected early diffusion. With speedily effective countermeasures, outflows from the epicenter, proximity, and intracity outflows played an important role. At the early stage, high-risk areas were mainly cities adjacent to the epicenter, with higher GDP per capita, or a combination of higher GDP per capita and better medical resources, with more outflow from the epicenter, or more intercity mobility. After countermeasures were effected, cities adjacent to the epicenter, or with more outflow from the epicenter or more intracity mobility became high-risk areas. This study provides an insightful understanding of the spatial diffusion of COVID-19 across cities. The findings are informative for effectively handling the potential recurrence of COVID-19 in various settings. • Changing risk factors of spatial diffusion throughout the whole stage are considered. • A transfer diffusion at early stage and a local diffusion later are verified. • At early stage, developed cities with more inter-city mobilities had higher risk. • With effective interventions, cities with more intra-city mobilities had higher risk. • Proximity and outflows from epicenter were significant factors all the time. [ABSTRACT FROM AUTHOR]