Indoor air pollution is injurious to human health, even worse than outdoor air pollution. However, there is a lack of empirical evidence using large samples in developing countries regarding whether indoor air purification can improve human health by reducing indoor air pollutants. Using the data from the China Health and Nutrition Survey in 2015, this study analyzes the relationship between indoor air purification and residents’ self-rated health. We apply the generalized ordered logit model and find that indoor air purification has a significantly positive effect on residents’ self-rated health. This positive effect is limited to improving the probability of residents’ health level being rated “good”, and there is no significant movement between the two levels of “bad” and “fair”. The results also show that, as an important source of indoor air pollutants, solid fuels used in cooking significantly reduced residents’ self-rated health level. Additional results show the heterogeneity of the relationship between indoor air purification and resident health among groups with different characteristics. This study provides empirical evidence for further optimizing the indoor air environment.