The paper is based on the database from the 2500 World’s Top Indsutrial R&D Companies issued by EU in December，2018. The comprehensive remark has been taken by the indicators such as the scale of R&D，the investment intensity on R&D，the operating profit ration. The report points out the relative position of Shenzhen’s R&D investment in each industry among the comparative cities. As the counterpart of Silicon Valley，Shenzhen has taken lead in the R&D intensity in technological hardware and equipment，among the six comparable industries while there is still a lot to learn in other industries. Five of the fifteen industries distributed in Shenzhen have become the fronter industries，from the 2500 World’s Top Indsutrial R&D Companies. The other 10 industries still require further learning.