This study evaluated the impacts to the air quality, health and economy from achieving the “coal to electricity” goals, replacing residential coal with clean energy such as electricity, in the Jing-Jin-Ji region (Beijing-Tianjin-Hebei) during the 13th Five-Year period under different heating technology choices and electricity supply sources based on an integrated model combining with scenario analysis. The results indicated that the PM_2.5 concentration in the three regions reduced by 6–15 μg/m³ with the implementation of the residential “coal to electricity” policy, which can avoid 22.2 thousand cases of premature death and 607.8 thousand morbidity cases. It could create 18.73–19.87 billion Yuan social net benefits in the Jing-Jin-Ji region in 2020 if three regions achieved the policy goal under the same pathway. Based on the net benefit analysis of three regions, this study gave the policy implication that Beijing and Hebei should adopt the “air source heating pump with the renewable electricity supply” pathway, while the Tianjin should adopt the “regenerative electric heater with the renewable electricity supply” pathway. The net benefits would reach to 20.34 billion Yuan if all three regions implemented the plans that maximized their own net benefits.