Due to its proximity to Hong Kong, Shenzhen possesses one of the most developed transportation systems in China by both land and water with many of the neighboring cities providing quick routes via ferry, bus, and rail.

Shenzhen Bao'an International Airport is the fourth largest airport in China. The airport is approximately 32 km from the city center and is readily accessible by taxi and shuttle bus. Shenzhen provides over 76 domestic routes, including Beijing, Shanghai, Xi'an, and many other destinations throughout China, and 5 international routes. Many domestic travelers fly to Shenzhen, and then head to Hong Kong via shuttle or ferryboat.

Shenzhen extensive railway system is reputed to be among the best in China. In early 2007, the city began operating a high-speed train that travels between Guangzhou to Shenzhen in record time. Shenzhen has daily trains to Beijing, Shanghai, Zhengzhou, Hefei, Jiujiang, and many other Chinese cities.

Shenzhen's highway system is comprised of the Guangzhou-Shenzhen Expressway, which links Guangzhou and Dongwan, the Shenzhen-Shantou, and Meiguang Expressway spans from Shenzhen to Hong Kong. National Highway 107 connects Shenzhen to the Pearl River Delta area, and National Highway 205 provides access from Shenzhen to the eastern part of Guangdong province. Both short and long distance buses with at least 30 long distance bus stations and three main stations service these highways.

Shenzhen has numerous ports providing transport for both passengers and freight. It is not only one of China's largest cargo ports, but also its largest passenger port. Shenzhen Shekou Port provides regularly scheduled boats to Hong Kong, Macau Guangzhou, Zhuhai, and Kowloon.