As a key index to evaluate whether a city is attractive or has a healthy, comprehensive, and sustainable development potential, urban vitality is critical to the future development and construction of a city. Exploring the mechanism of how the built environment influences urban vitality from the perspective of urban morphology can be conducive to future urban space planning and design and can provide city planners with quantitative and scientific decision-making support. This study uses urban POI, cellular signaling, and nighttime light remote sensing data from Shenzhen to measure its cultural, social, and economic vitality, which constitutes a comprehensive vitality assessment of the city. Spatial features of these urban vitalities were then analyzed to further illustrate their distribution patterns. Using Bivariate Moran's I method, the spatial autocorrelations between economic, social, and cultural vitality were calculated. From the five dimensions of Density, Design, Diversity, Distance to Transit, and Destination Accessibility, the 5D detection index system was constructed to measure the urban built environment. This study also used GeoDetector to detect and analyze the spatial differentiation between various built environmental factors and comprehensive, economic, social, and cultural vitality and to explore the mechanism of the influence of the built environment on urban vitality. The results show that: 1) The spatial distribution of comprehensive vitality is extremely uneven in Shenzhen, with a higher vitality in the southern and western regions of Shenzhen city and a lower vitality in the northern and eastern regions. Areas with higher comprehensive vitality usually developed along the main roads and metro lines and are distributed in strips along the coastline of central-southern and western Shenzhen. The high-value areas of the urban comprehensive vitality center are primarily concentrated in city- or district-level commercial centers, and employment centers. Comprehensive vitality in Shenzhen reflects social vitality. 2) Urban comprehensive, economic, social, and cultural vitality are significantly affected by the built environment, as indicated by the 5D system. High POI and building density, average building floors, and land use entropy, have significant positive impacts on urban vitality. However, residential population density did not have a significant impact on each aspect of urban vitality. 3) Some interactions between built environment factors had a greater impact on urban comprehensive vitality, such as residential population density, road network density, land use entropy, and road network density. Overall, the interaction between building density, average building floors, land use entropy, and other factors, have a more positive impact on each aspect of urban vitality. 4) The presentation of urban comprehensive vitality is the result of multiple dimensions and factors. In the influencing mechanism of urban comprehensive vitality, building density and average building floors were the fundamental factors. POI density and land use entropy were the direct driving factors. Residential population density was an inducing factor. Distance from the administrative center, intersection density, road network density, metro station density, and bus station density were adjustive factors. The research results therefore provide valuable suggestions for the optimal allocation of resources and the rational layout of urban functional facilities in Shenzhen.