The duo, who identify themselves on their website as 25-year-old Vadim Makhorov and Vitaliy Raskalov, 22, climbed the Pingan International Finance Centre, which is said by designers Thornton Tomasetti to be 600 metres (1,968 feet) high.
The stomach-churning video sees them sneaking past apparently-deserted construction sites on the lower floors, before climbing a red crane at the top of the building, with tall structures below dwarfed in the background as they take a selfie poised at the very top of the structure.
Makhorov, who is from Russia, and Raskalov, from Ukraine, posted the Shenzhen video on their website http://ontheroofs.Com/ and on video-sharing platform YouTube, where it has received more than two million views by Tuesday, three days after it was uploaded.
In a blog post on their website, the pair described their experience as "awesome", and said they decided to climb the building after their exploits in Shanghai turned them into Internet sensations.
"That amount of feedback led us to an idea of making a tradition of roof-topping new skyscrapers all around the world," they said.
