Shangri-La Shenzhen, offers a Fitness Centre with a full-size outdoor swimming pool, as well as a sauna and steam bath.

The gymnasium provides cardiovascular equipment along with satellite television for your viewing pleasure.

The outdoor swimming pool is situated on the fifth-floor terrace. In accordance with Article 3 of the "Regulations on the Administration of Hygiene in Public Places" of China, specific items in public places must meet national hygiene standards and requirements. With safety in the swimming environment as a primary concern, visitors are required to wear swimming caps before entering the pool to prevent hair loss from clogging the swimming pool's circulation system.