Perchlorate and chlorate are chemically stable species with high solubility and are widely distributed in various foods. Dietary intake is considered to be the main route of human exposure to these chemicals. Aquatic products are an important component of residents' daily diets. However, there is still a lack of a complete research report on perchlorate and chlorate contamination in aquatic products. Thus, this study investigated the concentration of perchlorate and chlorate in shellfish, freshwater fish, freshwater shrimp, sea fish, and sea shrimp from Shenzhen and assessed human exposure risks. The detection frequency of chlorate was low, and the incidence of perchlorate was significantly lower than previous studies, demonstrating a substantial reduction in perchlorate contamination in Shenzhen waters. However, certain samples exhibited relatively elevated concentrations. The highest concentration of chlorate (43.1 µg kg−1) and perchlorate (14,865 µg kg−1) were both found in sea shrimp. Notably, the 95th percentile estimated daily intake (EDI) value of perchlorate derived from sea shrimp and shellfish surpassed the reference dose (RfD), while the EDI values of chlorate were all below the RfD. Therefore, Shenzhen residents are advised to consume sea shrimp and shellfish with caution to minimize the possible health risks linked to perchlorate and chlorate exposure.