This study focuses on the nitrogen removal capability of the mangrove wetland system towards resolving the excessive inorganic nitrogen content in the marine water of Shenzhen’s Deep Bay. The nitrogen distribution characteristics, biological nitrogen removal processes, nitrogen removal functional genes, and bacterial community characteristics were investigated in five wetland sites in the intertidal zone of the Deep Bay, viz. the Kandelia candel, Bruguiera gymnorrhiza, Sonneratia apetala, Aegiceras corniculatum, and mud flat sites. The results showed that ammonia and nitrate in the marine water were significantly removed in the five wetlands sites, with respective removal efficiencies of 70.9–75.5% and 89.5–94.0%. The concentration of ammonia and nitrate in pore water remained significantly unchanged with depth. Denitrification and anammox were each system’s main biological nitrogen removal processes, and their rates were 1.70–3.22 and 0.07–0.36 μmol/(kg·h), respectively. The denitrification rates in the mangroves were higher than in the mud flat site, unlike the anammox rates. The denitrifying functional genes (nirS, nosZ) and anammox functional gene (hzsB) showed an excellent linear relationship with the relevant process rates. Bacillus and Pseudomonas were the main heterotrophic denitrifying bacteria genera identified. The autotrophic denitrifying bacteria genus Sulfurovum was also identified in the systems, while Candidatus Scalindua was the only anammox genus identified in this study. The results of this study improve our understanding of the nitrogen removal characteristics of coastal wetlands and the role of mangrove plants in the biological nitrogen removal processes.