Natural gas is one of the cleanest and hydrogen-richest energy among all the hydrocarbon energy sources. This paper expects to examine the causal relationship of economic growth with natural gas consumption, sustainable development, and social development. Natural gas is the most principal urban gas source in China. In addition, shale gas has become a new major alternative resource for satisfying the rapidly increasing demand for energy since 2012. Then, the importance of examining the relationship among economic development, natural gas consumption and environmental performance index is obvious and urgent.