In this paper，the trend and characteristics of general and local spatial differences of cities were discussed preliminary by analyzing investment data of 337 cities at prefecture level or above （including regions，autonomous prefectures and alliances） in china， 1995-2010，with the help of the exploratory spatial data analysis（ESDA）. The results show that，with the gradual deepening of reform and opening-up process，spatial correlation of investment of cities increased during 1995-2005，and subsequently weakened. Secondly， “high-high” concentration were formed in eastern coastal cities and “low-low” concentration were formed in western provinces in china. “High-low” singular zones were mainly located in the capital cities and municipalities in western China，“low-high” singular zones were distributed in Huzhou，Rizhao，Zhongshan，Ankang，Ziyang cities and so on. On this basis，spatial convergence of investment growth explored by means of three different econometric models. The results show that although the impact of geographical position had a profound impact on investment growth of every city，but did not change the trend of spatial convergence of investment growth which was not significant. <<