I AM GOING SHENZHEN IN OCTOBER

It's risky. You'd better apply for one in advance in your home country.

Thank you for your reply but I have to tell you that I have visited China many times and also recently I visit to Hongkong and Macau in May'2023. So I wan to know inspite of this is it risky to have VOA for Shenzhen. Please as soon as possible.

If you have old China visas in your passport, it do help while applying for VOA. But it is not guaranteed you will get it for sure. A recent feedback says that an Indian just got rejected although he had an old China visa and the immigration staff said nothing about the rejection.