Shenzhen Bay Park (深圳湾公园) opened in 2011 and runs along the coastline separating Nanshan and Futian districts from Deep Bay, which faces Hong Kong on the other side. Its promenade includes dedicated walking and cycling paths stretching for a long distance along the water.

Toward the Futian end, the park meets areas of mangroves and coastal wetlands, natural habitats for migratory birds that arrive during certain seasons of the year. Its green lawns are also dotted with contemporary sculptures and public art installations.

The park is one of the most popular spots for Shenzhen residents to exercise or sit outdoors at sunset, and on clear evenings visitors can see the lights of Hong Kong across the bay.