Since ancient times，Shenzhen and Hong Kong have been geographically adjacent and culturally close. With the implementation of the opening-up policies and the economic development，the Guangdong-Hong Kong-Macao Greater Bay Area gets more integrated，and the connection between the two sides is strengthened. This paper uses big data to compare and analyze the crime trends and characteristics of Hong Kong-related criminal cases in Shenzhen from 2018 to 2020. From a long-term perspective，it provides supporting measures for crime prevention from the legal level in order to explore and optimize Hong Kong-related cases and support the construction of the rule of law in the Guangdong-Hong Kong-Macao Greater Bay Area.