China started to offer human papillomavirus (HPV) vaccines to females aged 9–45 years in 2016. However, there was a lack of reports about HPV vaccination coverage in a representative sample of females in China. Therefore, this study aimed to examine the current HPV coverage and associated factors among females aged 9–50 years in Shenzhen, China, based on administrative health records kept by community health centers. A multistage random sampling approach was used. The research team randomly selected 18 community health centers in Shenzhen, and 3118 health records of females aged 9–50 years were then randomly selected from these health centers. Among all participants, 18.7% received at least one dose of HPV vaccination. The highest coverage was observed among females aged 18–26 years (23.4%), followed by those aged 27–35 years (22.0%) and 36–45 years (20.2%). Such coverage was very low among females aged 9–17 years (4.6%) and those aged 46–50 years (3.2%). Among females aged 18 years or above, higher education level, having a family doctor, and permanent residency in Shenzhen were associated with higher HPV vaccination coverage, while older age and being married/divorced were negatively associated with coverage. The HPV vaccination coverage in Shenzhen was 18.7% and there is a strong need for improvement.