This study analyzed the spatial distribution characteristics of heavy metal pollution in seawater and surface sediments in Shenzhen coastal areas by literature retrieval methods. The WQI (water quantity index), Species Sensitivity Distribution method, and potential ecological risk index method were applied to conduct the ecological risk assessments of heavy metal pollution in seawater and surface sediments. The results showed that: 1) The contents of Hg, Cu, Pb, and Cd in the seawater of the west was higher than that of the east, which may be related to the development of the west, more pollution and the poor water exchange of water in the Shenzhen Bay. 2) Based on the first category of Sea Water Quality Standard, WQI>1 indicated that there was no clean water in Shenzhen coastal areas; the ecological risk of heavy metals in offshore water was mostly at high or medium risk levels, in the order of Cu>Hg>Cd>Pb. 3) The contents of heavy metals Cd, Cu, Zn, Pb and Cr in the surface sediments of Shenzhen coastal areas decreased from the northwestern Pearl River Estuary to the southeastern seas; the pollution of Hg and As was concentrated in the Shenzhen Bay and the eastern seas; heavy metal pollution in surface sediments was closely related to the frequent human activities and consistent with the distribution in seawater. 4) The comprehensive potential ecological risk of heavy metals in surface sediments in Shenzhen coastal areas was extremely high, with Cd having the highest ecological risk, followed by Cu and Hg.