CO2 emissions caused by household consumption have become one of the main sources of greenhouse gas emissions. Studying household CO2 emissions (HCEs) is of great significance to energy conservation and emissions reduction. In this study, we quantitatively analyzed the direct and indirect CO2 emissions by urban and rural households in Beijing, Tianjin, Shanghai, and Chongqing. The results show that urban total HCEs are larger than rural total HCEs for the four megacities. Urban total per capita household CO2 emissions (PHCEs) are larger than rural total PHCEs in Beijing, Tianjin, and Chongqing, while rural total PHCEs in Shanghai are larger than urban total PHCEs. Electricity and hot water production and supply was the largest contributor of indirect HCEs for both rural and urban households. Beijing, Tianjin, Shanghai, and Chongqing outsourced a large amount of indirect CO2 emissions to their neighboring provinces.