With severe haze pollution continuing to frequently occur in many regions of China in recent years, increasing research effort has been made to study the source and control of haze pollution using socio-economic factors. Based on the urban panel data of 21 cities in Guangdong Province, South China, from 2005 to 2016, this paper analyzes the spatial and temporal evolution trend, spatial autocorrelation and influencing factors of Guangdong’s haze pollution through spatial econometric methods with inverse distance weight. First, the results show that the haze pollution of 21 cities in Guangdong Province has strong spatial autocorrelation and spatial clustering phenomenon. Aggregation areas of heavy air pollution are located in the Pearl River Delta region centered on Guangzhou, Foshan, Zhongshan and Dongguan. Those cities should be targeted as priority haze-pollution-reduction areas. Secondly, significant spatial dependence and spatial spillover effects of haze pollution in Guangdong are demonstrated by the spatial econometric models. Joint prevention and control of haze pollution between cities are therefore important and necessary. Thirdly, the direct and indirect effects of energy consumption on haze pollution are positive and significant at the 1% level. Meanwhile, population, foreign direct investments (FDI) and the ratio of the secondary industry (e.g., manufacturing and construction industries) relative to the service industry also play important roles in haze pollution, and all of them have positive effects on air pollution. However, the environmental Kuznets curve (EKC) hypothesis is not supported by the economy-emission data of Guangdong. Economic growth and car density are not significant factors in deciding the level of haze pollution. To effectively improve the local air quality, the government is recommending the introduction of policies for adjusting the structures of energy, economy and FDI, promoting the research, development and application of clean technologies, and enhancing the awareness of energy conservation among residents and enterprises.