Is there any left luggage service in Shenyang Railway Station ?

Yes. I remember that the baggage deposit counter is near the ticket office. You can ask the staff to help you when you arrive there. :)

I finally found it ..thank you Jim... It is in the corner on the west entrance..you have to go inside the waiting hall ... the problem is the sign shows only in Chinese while in the east entrance and exit shows a sign of -Luggage Room-- which leads to the parcel service outside the station that confuses me a lot