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Air pollution in northern China is relatively serious during the winter heating period, which attracts the attention of the state and government, especially in Beijing–Tianjin–Hebei Region. To further explore the issue of air pollutant emission and energy utilization in Beijing–Tianjin–Hebei during the heating season, this paper establishes a panel data model which describes the long-term relationship between air pollutant emission, heating capacity, coal, and power consumption with the data from 2004 to 2017. Based on this, we draw the following conclusions: there is a positive relationship between winter heating capacity and air pollutant emissions, which indicates that the energy consumed by heating will produce atmospheric pollutants. However, the increase of electricity consumption does not necessarily reduce pollution, which means that replacing coal with electricity is not the best way to solve air pollution in heating season, but requires the coordination of multiple energy sources. In addition, there are obvious differences in the analysis results in Beijing, Tianjin, and Hebei. For example, the impact of coal and electricity consumption on pollutant emissions in Beijing is quite different from that in Tianjin and Hebei. The local economic development and energy conditions should be fully taken into account when formulating policies. [ABSTRACT FROM AUTHOR]