It is urgent and important to explore the dynamic evolution in comprehensive transportation green efficiency (CTGE) in the context of green development. We constructed a social development index that reflects the social benefits of transportation services, and incorporated it into the comprehensive transportation efficiency evaluation framework as an expected output. Based on the panel data of 30 regions in China from 2003–2018, the CTGE in China was measured using the slacks-based measure-data envelopment analysis (SBM-DEA) model. Further, the dynamic evolution trends of CTGE were determined using the spatial Markov model and exploratory spatio-temporal data analysis (ESTDA) technique from a spatio-temporal perspective. The results showed that the CTGE shows a U-shaped change trend but with an overall low level and significant regional differences. The state transition of CTGE has a strong spatial dependence, and there exists the phenomenon of “club convergence”. Neighbourhood background has a significant impact on the CTGE transition types, and the spatial spillover effect is pronounced. The CTGE has an obvious positive correlation and spatial agglomeration characteristics. The geometric characteristics of the LISA time path show that the evolution process of local spatial structure and local spatial dependence of China’s CTGE is stable, but the integration of spatial evolution is weak. The spatio-temporal transition results of LISA indicate that the CTGE has obvious transfer inertness and has certain path-dependence and spatial locking characteristics, which will become the major difficulty in improving the CTGE.