The exacerbation of air pollution will critically constrain the sustainable development of urban economy. Based on the panel data of 278 prefecture-level cities in China from 2006 to 2022, this paper measures urban economic resilience, and comprehensively uses panel fixed effect, quantile regression, mediating effect, moderating effect and threshold regression model to empirically analyze the impact of air pollution on urban economic resilience and its mechanism. The results show that: (1) Air pollution significantly inhibits the enhancement of urban economic resilience, and the inhibitory effect intensifies as the percentile of urban economic resilience increases. (2) By destroying urban water and soil conservation capacity, air pollution has a negative effect on urban economic resilience. (3) Green finance positively regulates the inhibitory effect of air pollution on urban economic resilience, and when its development level exceeds a certain threshold, the marginal effect of regulation decreases. (4) In comparison to the dimensions of resistance and recovery in urban economic resilience, the negative impact of air pollution on the dimensions of urban adjustment and adaptability, as well as transformation and renewal, is more pronounced. Furthermore, compared with peripheral and non-resource-based cities, air pollution more significantly impacts the economic resilience of central and resource-based cities. Relative to central cities and resource-based cities, green finance plays a more significant role in positively regulating the effects of air pollution on the economic resilience of peripheral and non-resource-based cities. Consequently, it is recommended to further optimize and improve the system of environmental protection regulations and policies, formulate and implement differentiated green finance policies, balance the pace of green transformation, and thereby promote the improvement of air quality and the continuous enhancement of urban economic resilience.