High-speed railway (HSR) promote the efficient flow of the population and materials between cities and have profoundly affected urban economic development in China. However, there is currently limited research about how HSR influences urban expansion, especially related to the variable impacts on different urban agglomerations, different size cities, and the conversion of non-urban land to urban land. In this study, from two levels of regional heterogeneity and type heterogeneity, a multi-stage difference-in-differences (multi-stage DID) model and land use remote sensing data are used to investigate these research areas. The main conclusions are as follows: (1) The first opening of HSR had a more significant role in promoting urban expansion than HSR frequency, but several years after opening, HSR no longer promotes urban expansion. (2) The opening of HSR only played a significant role in promoting urban expansion in Beijing–Tianjin–Hebei. HSR frequency had a significant role in promoting urban expansion in the Yangtze River Delta. (3) The opening of HSR had no significant impact on urban expansion for different size cities, and HSR frequency only had a significant negative impact on urban expansion of small cities. (4) The first opening of HSR led to urban expansion dominated by the occupation of cultivated land. Cities in Xinjiang and Inner Mongolia mainly converted barren land and vegetation cover to urban land after the first opening of HSR. In northeast China, the first opening of HSR made the conversion of vegetation cover and cultivated land to urban land roughly equivalent in size. The results of this study are helpful to understand the impact of the first opening of HSR and the scale of conversion of different types of non-urban land into urban land on urban expansion. In the era of HSR, these findings provide a valuable reference for regional planning and preventing the disorderly expansion of cities.