Atmospheric aerosols are not only a major component of urban air pollution, but also one of the largest sources of uncertainty in the assessment of the climate evaluation. Aerosol optical properties are investigated at Shenzhen in Pearl River Delta of China according to the observation data of aerosol from 2011 to 2012. The aerosol at Shenzhen is characterized by strongly light-absorbing characteristics. Mean values (standard deviation, SD) of scattering and absorption coefficients for the entire period are (175.4±127.8)×10-6 m-1 and (30.5±24.5)×10-6 m-1, respectively. The mean single scattering albedo (SSA) for the entire period is estimated as 0.83, which is higher than the values reported for the domestic cities, such as Beijing and Guangzhou, but lower than that in foreign cities. The absorption, scattering coefficients and SSA values show a seasonal cycle with the lowest values in summer, while the highest values in winter. Their diurnal variations cannot be solely explained with the change of atmospheric boundary layer, and the influence of local wind patterns, variation of pollution, photochemial reaction and the complex chemical reaction at night should also be considered. A trajectory cluster analysis is applied to discern the source characteristics of aerosol optical properties for different air masses. The results show that the values of optical properties are all high when the air masses come from the dense population centers in industrial areas and contaminated regions, especially in winter. The cluster-mean SSA for aerosol coming from the polluted areas is not only higher than those from the “clean” directions, but also higher than the reported values for the regions with high pollution emissions.