Guangdong-Hong Kong-Macau Greater Bay Area is an important supporting point for China's regional development strategy and the Belt and Road construction strategy.In recent years，it has developed rapidly，and the overall development is good，but internal contradictions are very obvious，and hence it still faces many challenges to build world-class city cluster and first-class bay area.Regarding how to break through the institutional constraints，administrative barriers and economic foundation gaps，to realize the free flow of elements，the optimized allocation of resources and the coordinated industrial development，and to push the regional coordinated economic development，the report，based on Shenzhen，summarizes the strategic idea of integrating the cooperation with Hong Kong and Macau，innovating the administrative systems and optimizing the industrial systems.In the practice of pushing the coordinated development of Guangdong-Hong Kong-Macau Greater Bay Area，Shenzhen also should positively play the leading and demonstration roles as a core city to push the coordinated development among the concerned cities and realize the win-win cooperation.