Video report by ITV News Asia Correspondent Debi Edward
These neighbours have a lot in common, and in recent years Shenzhen has begun to catch up on Hong Kong as a key economic powerhouse.
We travelled across the border for two reasons.
Firstly, to see for ourselves evidence of the military police who have been stationed at a Shenzhen sports centre.
Secondly, to talk to people in the closest mainland city to Hong Kong, to see what they think about the protests which have consumed the semi-autonomous territory.
I had expected to find a mixture of sympathy and condemnation - and a few opinions in between - but what we found among those who would talk to us was mostly disapproval of the dissent being shown.
The first man we spoke to described the protesters are rioters and under the influence of foreign forces; they are Chinese citizens on Chinese territory he told us.
Another man described the situation as utter chaos and said it should not be allowed.
A third told us that young people should be working or studying, not doing foolish things on the streets.
Many of those we asked at a market in the Bay Area didn’t want to talk on camera but when the microphone was off, would shake their head and describe the situation as no good.
One woman questioned the disruption protests have created for everyday life, people trying to get on with their lives and work.
The last woman we spoke to was pregnant and said she was no longer travelling across the border because it was too dangerous.
Their opinions are formed partly by a state media which, since lifting its censors on coverage of the protests, has gone on to give its people a carefully selected narrative of events in Hong Kong.
Newspaper articles and television reports routinely use the word "rioter" instead of "protester".
This week the Chinese government described the airport demonstration as an act of terrorism.
Editorials in particular have taken to depicting those involved in the pro-democracy movement as terrorists under the influence of foreign forces.
Some in Shenzhen are surprised Central Government has allowed the protests to continue for so long - they are entering their 12th week.
And so, we arrive at the question of whether China will send in the People's Armed Police, who have been making it well known they are at the border and primed for action.
A slickly produced propaganda video, released to state media at the weekend, showed in menacing detail all the manoeuvres they are rehearsing.
There were even mock protesters shown being thrown to the ground and chased down by police dogs.
In discussing whether the People's Armed Police will be deployed, Tiananmen Square is often mentioned.
Could this be the second time when the tanks roll in to quash a largely student protest?
The comparison is valid but not entirely relevant.
China occupies a very different role in the world than it did 30 years ago.
It’s politics may not have progressed or changed very much but its economy has advanced to such a level that it is now second only to the United States, and perhaps for not much longer.
This puts a spotlight on the country which it didn’t have in 1989.
It might never recover from the global reputational hit it would take if it sent its military police force onto the streets of Hong Kong.
But there are various other factors too; technology and the way these protests are being live-streamed around the world, and logistically it’s hard to see where authorities would target.
There is no central focus of these protests and those taking part have become very skilled at "being water" - the phrase they use for disappearing down the various underpasses and into the various side streets of the city when they are under attack.
There are several more moves to be made by the mainland and Hong Kong governments before they consider such a dramatic deployment.
They could use legislation to ban any mass gatherings, and try to pick off the leaders behind the anti-government movement by arresting them for rioting or inciting illegal protest.
They used similar tactics to end the 2014 Umbrella Movement, which is why this time around there are no figureheads to these protests.
For three months Hong Kong has been engulfed in this political crisis, it's streets a scene of protest.
But still there is no breakthrough in sight, with both sides unwilling to back down.
It is a stalemate situation of the highest stakes and at the moment something catastrophic appears more likely than a compromise.