It is very important that for "Health in All Policies" to achieve effective leadership and good communication and cooperation among relevant departments. The study applied qualitative method and collected data mainly through in-depth interviews with staff of relevant government departments in Shenzhen City, to analyze the possible leadership and communication mechanism to achieve "Health in All Policies". Four key themes were identified: positive cognition of leaders, authoritative leadership system, integration and promotion of communication and cooperation mechanisms, innovative supervision and feedback mechanisms. The study suggests that Shenzhen should promote legislation, then establish a higher-level and macro-level communication and cooperation mechanism based on senior leadership commitment, and strengthen the construction of supervision and feedback mechanism.