Cleaner　heating　plays　a　significant　role　in　reducing　air　pollution.　Studies　show　that　residential　coal-fired　heating　in　some　countries　has　led　to　considerable　air　pollution.　In　China,　coal　consumption　and　air　pollutants　increase　dramatically　especially　during　the　winter　heating　period　when　centralized　systems　provide　heating　for　select　cities.　Using　a　Difference-In-Differences　(DID),　we　examined　the　daily　reduction　effect　of　the　Coal　to　Natural　Gas　or　Electricity　(CNGE)　policy　on　air　pollution　in　the　Beijing-Tianjin-Hebei　and　surrounding　(＂2+26＂)　region　that　receives　centralized　heating.　The　net　treatment　effect　from　the　CNGE　policy　is　estimated　to　alleviate　3.4　mu　g/m(3)　of　PM2.5,　5.3　mu　g/m(3)　of　PM10,　4.3　mu　g/m(3)　of　SO2,　14.1　mu　g/m(3)　of　O-3　and　0.1　mg/m(3)　of　CO.　Moreover,　we　estimated　the　total　cost　of　the　transition　to　natural　gas　or　electricity　to　be　3,336.78　million　USD　in　2017.　These　results　can　provide　references　for　policymakers　to　encourage　using　and/or　prolonging　the　CNGE　policy　in　China　and　other　countries　that　wish　to　make　the　transition　away　from　coal.