Urban air pollution with PM2.5 as the main pollutant has become increasingly prominent in China since 2010. Scholars have conducted many studies on how urbanization affects PM2.5, but few concerns about the relationship between construction land (CL) expansion and PM2.5 at different scales from the perspective of expansion rate. Therefore, this study takes CL and PM2.5 data in China to describe the spatiotemporal progress of atmospheric environmental pollution and then adopts the overall and spatial coupling models to quantitatively reveal the dynamic relationship between them. The results indicate that the growth rate of PM2.5-polluted area in China was found to increase rapidly for 2000–2010 time period, followed by a continuous decline afterward. The annual average growth rates of CL area and PM2.5-polluted area within 15 years were 4.43% and 2.46%, respectively. Moreover, the barycenter distance between PM2.5 concentration and CL decreased gradually, and the two barycenters approached closer. Also, the spatial coupling coordination of CL and PM2.5 enhanced in Central, West, and East China but weakened in Northeast. Cities with a “very strong” coupling type are mainly located in the “Chongqing-Beijing” belt and the lower-middle reaches of the Yangtze River. Finally, the spatial coupling model results show that a low PM2.5 concentration is closely related to CL expansion. This study will provide a basis for cross-regional joint air pollution control and the management of heavily polluted areas in China.