People in Shanghai pay social security in Shenzhen.

Only referrals can be made, but the reimbursement rate will be reduced.

If it is a designated hospital other than Shenzhen Social Security Bureau, the reimbursement rate will be reduced by about 18%, and if it is a non-designated hospital, it will be reduced by about 36%. Only four cities in Guangdong have designated hospitals other than Shenzhen Social Security Bureau, which means that all hospitals in Shanghai are non-designated hospitals, so the reimbursement ratio will be reduced by about 36% and cannot be settled directly. You should pay the expenses yourself first, and then take a set of reimbursement materials back to Shenzhen Social Security Bureau for reimbursement.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.