Shihezi City has experienced severe ozone pollution. The vertical observation of ozone precursors (NO2 and HCHO) and SO2 in this area was conducted by multi-axis differential optical absorption spectroscopy in summer, 2023. During this experiment, ozone was measured at an average concentration of 94.89 ± 37.46 μg/m3, and it mainly increased when the northerly wind dominated, accompanied by the increasing of its precursors. In addition, SO2 had a relatively high concentration and elevated with the rising ozone concentration, remarkably different from other cities in China. The average vertical distribution of HCHO in the ozone pollution period was a Gaussian type, with the peak value at about 0.2 km. In contrast, the vertical distribution of NO2 and SO2 decreased exponentially with the rise of vertical height, and their concentrations dropped rapidly within 0–1 km. The RFN range of the transitional regime in Shihezi City was [1.26, 2.80]. Given that ozone pollution mostly occurred when RFN was 1–2, the chemical production of near-surface ozone in Shihezi City was controlled by a transition regime. The RFN vertical pattern was Gaussian type and reached a maximal value at 400–600 m. RFN increased at the middle altitude (0.4–1.2 km), and the ozone formation was controlled by the transitional regime. RFN decreased above 1.2 km, and the photochemical ozone formation was mainly controlled by a VOCs-limited regime. This study provides an improved understanding of O3 precursors vertical distribution and O3 formation sensitivity in Shihezi City.