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The acceleration of the urbanization process has brought new opportunities for China's development. With the rapid economic development and people's living standards improving, building energy consumption also showed a rigid growth trend. With the continuous improvement of the level of industrialization, industrial energy-saving potential declines. The construction industry to bear the task of energy-saving emission reduction will face more severe challenges. As the three municipalities of China, Beijing, Shanghai and Chongqing have significant radiation effects in the economy, urbanization level and construction industry development of the region. Therefore, it is of great significance to study the building energy consumption in the three regions with the change of urbanization level and the key factors. Based on the data of Beijing, Shanghai and Chongqing from 2001 to 2015, this paper attempts to find out whether the EKC curve of building energy consumption exists. At the same time, based on the results of the model, the data of the three regions are divided into three periods. The exponential decomposition method (LMDI) is used to find out the factors that have the greatest impact on the energy consumption of buildings in different stages. Moreover, analyzes the policy background of each stage and puts forward some policy suggestions on this basis.