Is it illegal for Shenzhen not to buy social security?

Illegal. In China, according to the provisions of the Social Insurance Law of People's Republic of China (PRC), the employer shall handle social insurance for the workers according to law, and the workers shall also handle social insurance according to law. Therefore, legally speaking, both employers and workers have the obligation and responsibility of social security. SocialInsurance refers to a social and economic system that provides income or compensation for people who are unable to work, temporarily unemployed or suffer losses due to health reasons.