With continued sea level rise and over-exploitation, saline water extends farther inland, causing changes in soil salinity and water quality and leading to permanent land salinization and ecosystem damage. Saltwater intrusion (SWI), causing numerous ecosystem problems and disasters, brings risk to urban ecosystems in coastal cities. Ecological risk, in the Greater Bay Area in China, should be assessed based on the effect of SWI status on ecosystem health. In this study, we built a new ecological risk-assessment model based on the geographic information system (GIS) technique and spatial data. At the conceptual level, four main stressors were identified based on literature reading and fieldwork. Four stress factors (SFs) were thoroughly investigated, namely, SF1: the intensity gradient immersed in saltwater; SF2: the mountain phreatic water supply; SF3: the salinity tolerance of urban greenbelt vegetation; and SF4: the supply capacity of irrigation water to suppress saline water. After a comprehensive evaluation using GIS and the analytic hierarchy process (AHP), we mapped and assessed the ecological risk level of the urban greenbelt for the SWI. Our results showed that the area of urban green space affected by the SWI was approximately 49.31 km2, almost 12.05%. Ecological risk was sorted into five ranks: (1) very low risk 47.53%, (2) low risk 26.29%, (3) medium risk 22.92%, (4) high risk 2.45%, and (5) very high risk (0.8%). The ecological infrastructure of sponges should include freshwater conservation in coastal cities, and more attention should be paid to fresh groundwater discharge from coastal ecosystems in Shenzhen.