Intensified tropical cyclones (TCs) threaten the socioeconomic development of coastal cities. The coupling of strong wind and precipitation with the TC process usually amplifies the destructive effects of storms. Currently, an integrated analytical framework for TC hazard assessment at the city level that combines the joint statistical characteristics of multiple TC-induced hazards and local environmental features does not exist. In this study, we developed a novel hazard assessment framework with a high spatiotemporal resolution that includes a fine-tuned K-means algorithm for clustering TC tracks and a Copula model to depict the wind–precipitation joint probability distribution of different TC categories. High-resolution wind and precipitation data were used to conduct an empirical study in Shenzhen, a coastal megacity in Guangdong Province, China. The results show that the probabilities of TC-induced wind speed and precipitation exhibit significant spatial heterogeneity in Shenzhen, which can be explained by the characteristics of TC tracks and terrain environment factors. In general, the hazard intensity of TCs landing from the west side is higher than that from the east side, and the greatest TC intensity appears on the southeast coast of Shenzhen, implying that more disaster prevention efforts are needed. The proposed TC hazard assessment method provides a solid base for highly precise risk assessment at the city level.