The critically ill man is a migrant worker who visited local poultry markets several times before he went to the hospital on June 3, suffering from fever and pneumonia, the health ministry said on its Web site.
He is the 19th human infection with H5N1 bird flu reported in China. Twelve of the 18 others infected with bird flu have died, according to ministry reports, but some experts believe more cases may have gone undetected.
Following the announcement, Hong Kong stepped up bird flu control measures to full alert and imposed an immediate 21-day ban on poultry imports, pet birds and day-old live chicks from Guangdong Province.
Shenzhen lies on the border with Hong Kong and is the busiest border crossing point between Hong Kong and the rest of China, with thousands of commuters passing through it every day.
China is the main supplier of live chickens to Hong Kong. Around 30,000 a day cross the border to the city of 6.8 million.
Hong Kong's Secretary for Health, Welfare and Food York Chow (周一嶽) yesterday reassured the public and said the measures were preventative and that so far there been no problems with poultry and poultry products coming into Hong Kong.
"But at present, we still cannot ... confirm the source of infection of the patient in question," he said.