Policy signals are an important means of conveying the governance intentions of higher-level governments and motivating lower level governments to act in compliance. Analyzing the multi-level mechanism of policy signals and the environmental information disclosure behavior of city-level governments from 2008 to 2018, it was found that both upper-and middle-level governments’ signals significantly affect the compliance behavior of lower-level governments. In the process of multi-level transmission, the influence of policy signals weakens with the increase of administrative level differences. The inconsistent signals transmitted in the intermediate links will weaken the signal effect of the upper-level governments. In the interactions, the “strong signal” of the upper-level government will flip the “inconsistent” signal of the middle-level governments, while the “weak signal” may be offset by the latter. On this basis, research conclusions and policy recommendations were proposed.