Some historical sites that date from centuries ago that you shouldn’t miss are:

- Dapeng Fortress, also called “Dapeng guarding thousand Families city”, is a colossal building that dates from 1394 under Ming dynasty rule.It is located in Dapeng town in Longgang neighborhood and gives Shenzhen its name of “Peng Town".

- Hehu New Building, follows Hakka architectural style and it is one of its kind in the province of Guangdong. It was built in 22 under Emperor Qianlong’s rule.

 -Crane Lake Hakka Village, a preserved and centuries old Hakka Village surrounded by modern architechture in Longgang district. 

- Wenwudi Palace, Nantou Ancient City, and Chiwan Left Fort are among the more than the forty historical and cultural sites protected by Shenzhen government.

But many historical sites are quite young. In November 2005, Shenzhen city government selected 10 sites as the city's top landmarks. Some have not much historical as a cultural one as they contribute to the city's identity (in fact the "new" Shenzhen is barely twenty years old). Some of these landmarks included Deng Xiaoping's statue at the Lotus Hill Park (Lianhuashan Park), World Trade Tower, Shanghai Hotel, the main building of Shenzhen University and Shenzhen Museum.

Located at 1008 Shennan Road Central, Shenzhen Museum is a historical site in itself as it was one of the first constructions after the city was established as a Special Economic Zone in 1980. It boasts an impressive collection of historical and cultural objects that refer to the province rich tradition.

Other museums include the "New" Shenzhen Museum (located in the Civic Center building), Shenzhen Art Museum (Donghu Park, Luohu), He Xiangning Art Museum and OCT Design Museum (Shennan Blvd., OCT, Nanshan), Shenzhen Science Museum (Shangsha Middle Rd., Futian)