The central business district has high functional orientation, high development intensity, and a variety of functional facilities such as rail hub, utility tunnel and underground business are superimposed, so the space is extremely cramped. In order to effectively organize external traffic and achieve rapid arrival and departure, underground roads are planned and built in the central business districts of many cities at home and abroad, connecting various plots in series and connecting the main roads outside. On the one hand, it can alleviate the traffic congestion on the ground and improve the appearance and quality of the city; on the other hand, it can leave more public space for the ground. Taking the underground road of Xiangmihu district in Shenzhen as an example, this paper introduces the practice of underground road planning and construction in Central Business District, with a view to providing reference for other regions.