The coupling relationship between shelf-edge deltas and deep-water fan sand bodies is a hot and cutting-edge field of international sedimentology and deep-water oil and gas exploration. Based on the newly acquired high-resolution 3D seismic, logging and core data of Pearl River Mouth Basin (PRMB), this paper dissected the shelf-edge delta to deep-water fan (SEDDF) depositional system in the Oligocene Zhuhai Formation of Paleogene in south subsag of Baiyun Sag, and revealed the complex coupling relationship from the continental shelf edge to deep-water fan sedimentation and its genetic mechanisms. The results show that during the deposition of the fourth to first members of the Zhuhai Formation, the scale of the SEDDF depositional system in the study area showed a pattern of first increasing and then decreasing, with deep-water fan developed in the third to first members and the largest plane distribution scale developed in the late stage of the second member. Based on the development of SEDDF depositional system along the source direction, three types of coupling relationships are divided, namely, deltas that are linked downdip to fans, deltas that lack downdip fans and fans that lack updip coeval deltas, with different depositional characteristics and genetic mechanisms. (1) Deltas that are linked downdip to fans: with the development of shelf-edge deltas in the shelf area and deep-water fans in the downdip slope area, and the strong source supply and relative sea level decline are the two key factors which control the development of this type of source-to-sink (S2S). The development of channels on the continental shelf edge is conducive to the formation of this type of S2S system even with weak source supply and high sea level. (2) Deltas that lack downdip fans: with the development of shelf edge deltas in shelf area, while deep water fans are not developed in the downdip slope area. The lack of “sources” and “channels”, and fluid transformation are the three main reasons for the formation of this type of S2S system. (3) Fans that lack updip coeval deltas: with the development of deep-water fans in continental slope area and the absence of updip coeval shelf edge deltas, which is jointly controlled by the coupling of fluid transformation at the shelf edge and the “channels” in the continental slope area.