The three-times weekly route, operated by Shenzhen Airlines, is Heathrow’s 11th across its Chinese network, which has more than doubled this year.
Other additions include Chongqing, Wuhan, Sanya, Changsa and Xi’an.
Shenzhen is home to 12 million people and is China’s equivalent of Silicon Valley, hosting tech giants such as Huawei and leading Chinese social network Weibo.
Its airline is part owned by Air China, and the route is its first long-haul route.
Ross Baker, Heathrow’s chief commercial officer, said: “This year, we have focused on strengthening Heathrow’s role as the UK’s gateway for Chinese trade, commerce and tourism.”
He added expansion at Heathrow would be vital over the coming years to maintaining connections with economic powerhouses such as China.