Abstract：Based on the climate date and the statistical yearbook of Shenzhen from 1979 to 2013, this paper used linear trend analysis, Mann-Kendall mutation test, principal component analysis, fitted curve analysis method etc, to analyze the climate change and its relevance with urban development in Shenzhen nearly 30 years. By the results, (1) It was found that the cliamte get drier and warmer in Shenzhen during the last 35 years. The annual mean temperature showed a rising trend of 0.338℃/10a while the warming rate of average minimum temperature was higher than the average maximum temperature which is 0.573℃/10a and 0.145℃/10a respectively. The rising trend of temperature was particularly obvious after the mutation occurred in 1986 while a slowdown tendency appeared in recent several years. The average relative humidity had a decreasing trend at the rate of 1.97% / 10a, while it had a decrease about 5 percent from 1980 to 2000. The percentage of precipitation and sunshine presented an irregular fluctuation. (2) The average maximum temperature was mainly influenced by the variation of the population, building and agriculture in the development of urbanization which the comprehensive contribution rate is close to 50%. The rise of average temperature and the average minimum temperatures were significantly intensified by urbanization. Comprehensive urbanization index U1 and U2 contributed 63% and 78% to the warming trend respectively. The average relative humidity was mainly influenced by the variation of agricultural area, construction industry and other economic factors in the development of urbanization which the comprehensive contribution rate is close to 60%. Attention should be paid to the "dry island effect" problem in the urbanization of Shenzhen.