Coal not only powers the household, social and global economy development but also emits large pollutants. Natural gas and electricity can be promising solutions to the energy supply and environmental pollution dilemma in Hebei Province of China. Currently, this coal‐dependent province has launched the Hebei Air Pollution Prevention and Control Program to curb air pollution by replacing residential coal consumption with natural gas and electricity for space heating in winter. Approximately 2.53 million households have completed the switch from coal‐burning stoves to natural gas or electricity stoves in rural areas surrounding Beijing and Tianjin since 2017. However, the contribution of this clean heating replacement on provincial emission reduction remains unclear. This study aimed to determine emission factors, energy efficiency, and economic profits of traditional coal‐burning stoves, as well as cleaner natural gas and electricity stoves by laboratory simulation and field tests. The results indicated a significant reduction after clean replacement for PM_2.5, CO, CO₂, NO_X, SO₂, CH₄, and 16 types of U.S. EPA priority polycyclic aromatic hydrocarbons (PAHs). The emission of PM_2.5 can be reduced by 99% and 95% for natural gas and electricity switch. Toxic equivalent quantity value of PAHs was also decreased from 4.89 (coal) to 0.03 (natural gas) and 0.07 μg/MJ_net (electricity). When comprehensively considering the upstream pollutants emissions from power plant, natural gas switching performed better than coal‐fired electricity. Moreover, the government supported the clean heating replacement project with extensive financial subsidy for purchasing clean stoves and using clean energy within 3 years in rural areas. A relatively cheaper price on an energy basic of natural gas and electricity use can be obtained after this subsidy compared to coal.