This chapter discusses the use of automatically collected human mobility data for urban studies. Urban mobility data has been widely used in urban studies, taking advantage of its fine granularity of location information and wide coverage of population groups. The most popular data sources are mobile phone data, social media data and smart card data, all of which are available in Shenzhen. The development of information infrastructure and the advance of sensor technology have generated an enormous amount of data. Shenzhen’s advance of data availability and research innovation resulted from various reasons, rooted in its economic development and policy which promoted the development of innovative industries. Mobility data refers to the kind of automatically collected human trajectory data that comes in large volume, updates frequently and most importantly with fine granularity. The analysed results show that Shenzhen is still undergoing rapid urban development, as changes were detected in local functions and overall structure even in a two-year interval.