There are many walking paths and greenways in Shenzhen. This will be a quick compilation guide of SOME of them. If you want more in depth details please click on the link
Luohu Greenway
A beautiful nature trail, this goes from Donghu park in Luohu and ends near Dawang Village towards Longgang area. Its easy to walk as its mostly flat with very little up and down. It has some nice views of the reservoir and is surrounded by trees either side. However limited shade from the sun.
LUOHU GREENWAY
Directions
东湖公园 Place Address (English/Pinyin):
Donghu Park, Yan He Bei Road, Luohu District, Shenzhen 深圳市罗湖区沿河北路东湖公园
Xinxiu metro exit A then get a short taxi
The green-way is suitable for bikes and dogs (however dogs may NOT enter via the Donghu park)
Meilin Greenway
Meilin has many routes, some of which will go up to a 400m or so mountain. But it also has a lovely greenway. It’s wide and also has great views of the reservoir. It is a little up and down though with some incline. The path is wide and you can even ride a bike on it.
MEILIN GREENWAY
Directions
Xiameilin metro station (line 9) exit C and walk straight ahead. Cant miss it
Yantian Coastal Greenway
A great option if you wanted an ocean walk. This stretches from one end of Yantian to the other via a long boardwalk. It goes past Xiaomeisha and Dameisha and has refreshing ocean views. One of my regular walks.
YANTIAN GREENWAY
Directions
Walkway One
Get a didi or taxi to Beizaijaio bus stop. It can be found easily on didi English. The walkway starts here
Walkway Two
Xiao Meisha Scenic Area, Yantian Distrcit 深圳市盐田区小梅沙景区
Take line 8 to last stop then get these buses or a short taxi
1. Take bus 103/380a/380b/387 and get off at Xiaomeisha Bus Terminal (Xiaomeisha Gongjiao Zongzhan) Station.
2. Take bus m207/m362 and get off at Xiaomeisha Station.
Walkway Three
Line 8 to HAISHAN station. Walk to the ocean. Can’t miss it or get didi to Shatoujiao
Shenzhen Bay Park
Doesn’t really need much introduction as its possibly the most visited place in Shenzhen. Stretching many many KM this is a great walk suitable for all people and all levels. Gorgeous nature, ocean views and ample rest stops. But it can get very busy.
SHENZHEN BAY PARK GREENWAY
Directions
Shenzhen Bay Park Metro station Exit A/D/E
Binhai Avenue, near Wanghai Road, Nanshan District 南山区滨海大道(近望海路)
Yinhu Greenway
I previously wrote about this as a hike, but it’s also a long greenway. Around 12KM or so. It’s got lots of up and down sections but the road is wide and new. Not many places to buy water here. Some great nature views too.
YINHU GREENWAY
Taojinshan Greenway
Beautiful and short walk in Luoho. Around 7KM you get great views of the nature and the reservior.
Wanderust Welshman 
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