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Improving urban ecological efficiency is an integral part of ecological protection and high-quality development of the Yellow River Basin. We used the super-efficiency slacks-based model with unexpected output to measure the ecological efficiency of 62 prefecture-level cities in the Yellow River Basin from 2005 to 2018. Its spatial distribution characteristics and convergence are discussed. The influencing factors and spatial spillovers of the ecological efficiency are assessed through the spatial Dubin model. The results show that: 1) The ecological efficiency is highest in cities in the lower reaches of the Yellow River Basin, mid-level in the upper reaches, and lowest in the middle reaches. 2) There is no σ convergence in the ecological efficiency of the Yellow River Basin, but there is absolute β convergence and conditional β convergence. 3) Economic development, financial development, and technological innovation significantly promote ecological efficiency, and the spatial spillover effects are significant. Increased connection with the outside world can significantly improve ecological efficiency, but there is no apparent spatial spillover effect for these connections. The industrial structure and urbanization rate reduced ecological efficiency and have a significant negative spillover effect. The energy consumption structure reduces the level of ecological efficiency, and the spillover effect is not significant.