Sustainability is an important issue in urban construction and development. The paper evaluated the sustainable development of Shenyang city in recent thirty years. A new weighting method was proposed by the combination of the grey relational analysis (GRA) and sequential relationship analysis (SRA) methods that not only analyzes the correlation between indicators, but also ensures the objectivity of indicator weight. The assessment results show that the sustainability level of Shenyang was not high, with the best performance only 0.715 and the performances in 19 years (accounting for 61.29 %) below 0.5. Three stages of sustainable development were discovered: the first stage (1988–2000) was distinguished by increase tendency in fluctuation, the second stage (2001–2013) by a great increase, and the last stage (2014–2018) by a decline, but rebounded slightly in 2018. It is found economy had the closest relationship with city sustainability, followed by society and environment. However, the economic sustainability was the lowest among the three dimensions. Additionally, the development of environment showed a decline in recent ten years. Therefore, it is suggested local authorities should be alert to environmental downsides while promoting economic development. Some concrete and feasible suggestions are given through the analysis of key factors at indicator level.