The rapid development of urbanization has caused many ecological issues and greatly threatened the sustainable development of human society. The construction of ecological security patterns (ESPs) offers an effective way to balance ecological conservation and urbanization. This study aimed to take the highly urbanized city of Shenzhen, China, as a study area to construct an urban ESP and put forward suggestions for the urban development of ecological security. Ecological sources were identified through the Habitat Quality module in the InVEST model, and ecological corridors, strategic ecological nodes, and stepping-stone patches were extracted based on the minimum cumulative resistance (MCR) model. These elements together constituted the ESP. In particular, with the results of the continuous decline in the overall habitat quality, this study identified ten ecological sources with superior habitat quality, mainly distributed in rural woodlands, in urban green land, and in forest park patches. An optimized pattern for Shenzhen City with one axis, three belts, and four zones is proposed, with the study area divided into an ecological preservation zone, a limited development zone, an optimized development zone, and a key development zone. Moreover, forty-five ecological corridors were extracted and graded into three levels, presenting a spatial pattern of one axis and three belts. The appropriate widths of these ecological corridors were suggested to be between 30 and 60 m in Shenzhen City. In addition, we identified twenty-five ecological nodes, sixteen ecological fracture points, and sixteen stepping stones to improve the maintenance and construction of the ecological corridor network. More generally, this study demonstrates a scientific approach to identifying ESPs based on habitat quality, and can serve as a reference for the planning of urban ecological function regionalization.