The improvement of transportation infrastructure is an important driving force to promote commodity circulation, expand consumption space, and boost domestic consumption. Regarding the opening of high-speed rail as a “quasi-natural experiment”, based on China's 2004～2018 data of the prefecture-level cities, an empirical analysis of the effect about the improving of transportation infrastructure on promoting consumer consumption from the perspectives of consumption expenditure, consumption structure and consumption rate through the double difference method. The study found that: firstly, the opening of high-speed rail is conducive to the growth of consumption expenditure, the upgrading of consumption structure and the increase of consumption rate in the cities along the railway, and this effect decreases as the distance between high-speed rail stations and the city center increases; secondly, the impact of high-speed rail on residents' consumption shows significant urban hierarchical and location heterogeneity; thirdly, high-speed rail can promote consumption expenditure growth, consumption structure upgrading and consumption rate improvement through the space-time compression effect and market integration effect.