In different regions of China, climate change has various influences on urban and rural residential energy consumption, which also shows that the research on it could be profoundly vital in order to formulate the energy-saving and emission-reducing policies. Based the provincial panel data from 2000–2016, the extended stochastic impacts by regression on population, affluence, and technology (extended STIRPAT) model was utilized to evaluate the impacts of climate change on residential energy consumption in different Chinese regions. The results show that: (1) during 2000 to 2016, the urban and rural energy consumption enlarged by 878.83 billion kWh and 488.98 billion kWh, respectively. In addition, electricity and oil have occupied more proportion in urban energy consumption, while coal still plays an important role in rural residential energy consumption (28.2%). (2) Heating degree day (HDD) and cooling degree day (CDD) have positive influences on urban and rural residential energy consumption in different areas, and the elastic coefficients are 0.028–0.371 and 0.066–0.158, respectively. (3) The elastic coefficient of CDD in urban areas of southern regions (0.158) is much larger than that in northern regions (0.068).