Water ecological function zoning in a watershed is an important task to perform in our country. How to validate the rationality of the zoning results has become an urgent problem to solve. In the study, we used the geographically weighted regression model (GWR) to evaluate the impact of watershed characteristics on water quality in the Dongjiang River. Our aims were to verify whether the spatial differences in impacts of watershed characteristics on water quality accorded with the results of primary and secondary water ecological function zoning, and to explore the possibility and limitation of the GWR model to validate the rationality of the zoning results according to a comparison of the results of the GWR model with the ordinary least squares (OLS) model. The results showed that: (1) Water quality indexes and Local R² showed significant differences among the primary and secondary water ecological function zones, respectively. (2) Compared with the OLS model, there was a higher adjusted R² and lower Moran's I in the GWR model. These findings indicated that the results of water ecological function zoning could reflect the relationship between land and streams and the spatial differences in water quality in the Dongjiang River. In addition, the total nitrogen (TN) was found to better verify the zoning results than the dissolved oxygen (DO) and the total phosphorus (TP). The GWR model has wide application prospects in verifying zoning results, but a difficult problem faced by research into GWR models is reducing the spatial autocorrelation and improve the distance measure in the future.