The outline of the “14^th Five-Year Plan” emphasizes on actively and steadily promoting the construction of the Guangdong-Hong Kong-Macao Greater Bay Area. Shenzhen is not only a core engine city of the Greater Bay Area，but also shoulders the mission of “pioneer to carry and try”，playing an important leading role in the construction of the Guangdong-Hong Kong-Macao Greater Bay Area. Therefore，based on Shenzhen，this report elaborates the strategic positioning of the economic integration development of the Guangdong-Hong Kong-Macao Greater Bay Area，makes a comparative analysis of the basic situations and potential deficiencies of the regional economic integration development，combines Shenzhen’s core advantages in leading the economic integration of the Guangdong-Hong Kong-Macao Greater Bay Area，thus to explore Shenzhen’s practical path in promoting the free flow of innovative elements，building a new path for regional coordinated development，and realizing multicultural exchanges and integration.