Abstract: In order to reveal the influence of economic development on atmospheric environment in the past 39 years in Shenzhen, the haze data from Shenzhen National Basic Meteorological Stations and economic indicator data from the Statistical Yearbook from 1979 to 2018 are used, and the relations between haze days and economic development are analyzed in this paper. Results show that air quality deteriorated first and then improved, with the turning point in 2005. It is mainly due to the significant change of the industrial structure since 2005 and the increasing proportion of the tertiary industry. At the same time, the hightech industrial output value in the second industry increased abruptly, jumping from 40% to above 50%. Since 2005, the unit energy consumption reduction, the environment protection investment increase and the governance of pollutant discharge have also contributed to the air quality improvement. All these changes are rooted in the industrial policy, and the industrial policy of different stages has played a key role in the air quality improvement.