Based on the activity-diary survey on Shenzhen citizens, this article points out some fundamental characters about the leisure activities of Shenzhen citizens on weekends. Like many other spatial phenomena, leisure activities also follow the principle of distance decreasing. On the other hand, they also show the tendency to concentrate at some specific locations. As a summarization and an explanation, the authors put forward a spatial structure model of four circles and two centralizing-bells. At last, the relationship is also analyzed between the attributes, such as the incoming, the age, the sexuality, the profession, etc, and the leisure space of Shenzhen citizens as well.