Hongkongers are finding new cultural draws in Shenzhen, including the Shenzhen Bay Culture Square. The destination appeals to those looking for urban vibes similar to Hong Kong's shopping districts.

Hongkonger Dominique Li and his wife spent a two-day break earlier this month in Shenzhen to soak up the cultural vibe, a short getaway they said would not be their last. The 45-year-old engineer, who lives in Tin Shui Wai in the northwestern New Territories, was particularly drawn to a new landmark, Shenzhen Bay Culture Square in Nanshan district. He treated his visit to Shenzhen like a trip to Hong Kong’s Causeway Bay shopping district, which also takes about an hour. “The spaces here are...