Romania's Halep, who will be seeking her maiden Grand Slam title at the Australian Open in two weeks' time, struck 12 winners to blitz the 110th-ranked American in one hour and nine minutes.
"We had a big crowd, which was nice to play in front of," Halep said after her first-round match in the southern Chinese city, where she won in 2015.
Halep won the first set with the help of an aggressive forehand, and then opened the second set with a crunching backhand winner down the line before running away with the match.
Meanwhile five-time Grand Slam champion Sharapova, making her Shenzhen debut, also despatched Romania's world number 59 Mihaela Buzarnescu 6-3, 6-0 in an hour and 20 minutes.
The Russian, who is embarking on her first full season since returning from a 15-month doping ban in April, sealed her straight sets win after striking 18 winners to 20 unforced errors.
"It's quite remarkable to see a full stadium for a first round," she said. "It's my first time here, so I didn't know what to expect."
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