In recent years, many cities in the developing world are facing serious air pollution, which seriously restrict urban development and affect human health. Although, air quality in some cities (e.g. Shenzhen) has met the standard and maintained in fine level. Exploring the evolution and improvement patterns of air quality in these cities is of great importance to cities that still facing heavy air pollution in China to adopt effective alleviation measures. This study takes Shenzhen as a case study, to explore the evolution characteristics of air quality and changes in regulation experiences on it, by analyzing the correlation between several socio-economic factors and typical pollutants using the environmental quality bulletin and statistical yearbook data. The results show that the relationships between the main typical air pollutants and urban development level in Shenzhen conform to the Environmental Kuznets Curve (EKC) hypothesis fitting the inverted U-shaped curve. However, different types of pollutants are at different stages within the inverted U-shaped curve. Particulate matter, SO₂ and NO₂ are in the decline stage, while O₃ is in the stable stage with high concentration. We found that there were two major directions during the process of improvement and control measures for air quality in Shenzhen: rigid controlling at the macro-scope and precise regulating at the micro-scope. Macroscopically, the focus on the rapid adjustment of industrial structure and energy structure has played a very significant role in air quality improvement. In micro-scope, the air pollution control policy should be sustained, accurate and timely. At present, in order to mitigate the air pollution caused by O₃, Shenzhen should pay more attention to the effects of VOCs released by human and plants on O₃ production, and the impact of urban thermal environment on O₃ concentration.