Under the high-level positioning of the Guangdong-Hong Kong-Macao Greater Bay Area (GBA) by the Chinese central government, innovation and entrepreneurship education (IEE) for students in the GBA is also expected to be of higher quality than other regions in China. Under this circumstance, this paper takes Shenzhen University as the case to obtain the degree of students’ satisfaction with IEE. Fuzzy comprehensive analysis method is applied to analyze students’ feedback collected from the questionnaire. Based on the results, this paper points out the practical problems existing in the development of IEE in Shenzhen University, consisting of the undermatch between the educational and practical needs, the lack of substantial development and so on. This paper also puts forward a corresponding optimized path, which includes integrating professional education and IEE together, reshaping the external cooperation mode, consolidating the construction of teaching force and changing the views of the training of IEE. This study aims to provide some guidance for the development of IEE for other universities in the GBA, so as to offer intellectual support and talent guarantee, and finally to accelerate the development of the GBA.