The problem of ozone (O<sub>3</sub>) pollution in the air has become increasingly prominent in recent years, and the health effects of O<sub>3</sub> pollution on people have attracted more attention. O<sub>3</sub> is the primary pollutant with the highest over-limit rate in the Guangdong-Hong Kong-Macao Pearl River Delta. Based on the data of O<sub>3</sub> concentration, exposed pollution, baseline mortality, and hospitalization rate monitored by the Pearl River Delta Regional Air Quality Monitoring Network (PRD-RAQMN) in Shenzhen. This study evaluates the impact of O<sub>3</sub> pollution on human health and economic loss in Shenzhen from 2006 to 2018 by using the relative risk model, benefit conversion method, and disease cost method. The annual mean value of daily 8 h maximum concentration of O<sub>3</sub> in Shenzhen shows an overall significant upward trend from 2006 to2018, with an average annual value range of 70 to 190.92 μg/m<sup>3</sup> and an average value of 112.89 μg/m<sup>3</sup>. The number of death and hospitalization caused by O<sub>3</sub> pollution increases significantly, and the incidence of respiratory system diseases is higher than that of circulatory system diseases. However, the mortality caused by circulatory system diseases was higher than that caused by respiratory system diseases. The economic loss of health caused by O<sub>3</sub> pollution increased yearly, with an annual average economic loss of82.46 million RMB, reached 658.31 million RMB in 2018, accounted for 0.0272% of Shenzhen’s GDP in 2018.