Not to be confused with the Port of Shenzhen, the shipping facilities in the municipality.Shenzhen Bay Port (Chinese: 深圳湾口岸) is a port of entry in the People's Republic of China, on the border with its special administrative region of Hong Kong. It is located geographically in Dongjiaotou, Shekou, which lies on the southwestern corner of the city of Shenzhen in Guangdong Province.