Shenzhen requires more scientific and comprehensive policy support on AI industry when conducting a new generation of national pilot zone on AI innovation development. The paper was based on the policy tools from the “1+N” AI industrial policy system in Shenzhen at three dimensions-supply side，demand side and environment side. The comparative analysis was made on the industrial policies of the leading countries such as the United States，as well as the industrial policies from the upper governmental departments such as Guangzhou provincial government and national government. The industrial policies applied in other comparable cities at the same level were also put into analysis herein，such as Beijing，Shanghai and Guangzhou，for the reference. In the final analysis，there were 13 suggestions for improvement proposed to make the AI industrial policy tools in Shenzhen more scientific and comprehensive.