To more effectively reduce population exposure to PM2.5, control efforts should target densely populated urban areas. In this study, we took advantage of satellite-derived PM2.5 data to assess the difference in PM2.5 variations between urban and rural areas over eastern China during the past three Five-Year Plan (FYP) periods (2001–2015). The results show that urban areas experienced less of a decline in PM2.5 concentration than rural areas did in more than half of the provinces during the 11th FYP period (2006–2010). In contrast, most provinces experienced a greater reduction of PM2.5 concentration in urban areas than in rural areas during the 10th and 12th FYP periods (2001–2005 and 2011–2015, respectively). During the recent 12th FYP period, the rates of decline in PM2.5 concentration in urban areas were more substantial than in rural areas by as much as 1.5 μg·m−3·year−1 in Beijing and 2.0 μg·m−3·year−1 in Tianjin. These results suggest that the spatial difference in PM2.5 change was conducive to a reduction in the population exposure to PM2.5 in most provinces during recent years.