Shenzhen Weather. Shenzhen is located in humid subtropical climate zone. Being only 1 hour from Guangzhou by train, Shenzhen has similar weather with Guangzhou, with wet and scorching summers, mild and sunny winters. Shenzhen has plentiful sunshine and rainfall all year round.The yearly average temperature is 22 °C (72 °F), and the yearly precipitation is 1933 millimeters (76 inches). Most of the Rainfall happens from June to August. Shenzhen is frequented by typhoons, which occur mainly from July to September.henzhen is located in humid subtropical climate zone. Being only 1 hour from Guangzhou by train, Shenzhen has similar weather with Guangzhou, with wet and scorching summers, mild and sunny winters.