Both energy production and consumption can simultaneously affect regional air quality, local water stress, and the global climate. Identifying the air quality-carbon water interactions due to both energy sources and end-uses is important for capturing potential co-benefits while avoiding unintended consequences when designing sustainable energy transition pathways. Here, we examine the air quality carbon-water interdependencies of China’s six major natural gas sources and three end-use gas-for-coal substitution strategies in 2020. We find that replacing coal with gas sources other than coal-based synthetic natural gas (SNG) generally offer national air quality-carbon-water co-benefits. However, SNG achieves air quality benefits while increasing carbon emissions and water demand, particularly in regions already suffering from high per capita carbon emissions and severe water scarcity. Depending on end-uses, non-SNG gas-for-coal substitution results in enormous variations in air quality, carbon, and water improvements, with notable air quality-carbon synergies but air quality-water trade-offs. This indicates that more attention is needed to determine in which end-uses natural gas should be deployed to achieve desired environmental improvements. Assessing air quality carbon-water impacts across local, regional and global administrative levels is 43 crucial for designing and balancing the co-benefits of sustainable energy 44 development and deployment policies at all scales.