Men who have sex with men (MSM) are a key population for HIV control and prevention in China. It is difficult to acquire representative samples of this hidden population. Respondent-driven sampling (RDS), based on peer referral, and time-location sampling (TLS) based on random selection of venue-day-time periods, are among the most commonly used sampling methods. However, differences in HIV-related characteristics of MSM recruited by these two methods have not been fully evaluated. We compared sociodemographics, risk behaviors, utilization of HIV-related intervention services, and HIV/syphilis infection rates between samples of 621 RDS MSM and 533 TLS MSM in Shenzhen, China in 2010. We found that the HIV prevalence was comparable in RDS and TLS MSM. TLS recruited larger proportions of more marginalized MSM than RDS: MSM recruited by TLS were older, less educated and more likely to be migrants (without Shenzhen hukou registration), to be non-gay identified and to engage in risky sexual behaviors. On the other hand, MSM recruited by TLS were more likely to have been covered by HIV-related intervention services. To conclude, in Shenzhen, TLS is more effective to reach the marginalized population of MSM. But because TLS can only reach MSM who physically attend venues and HIV-related intervention services are already commonly available at gay venues in Shenzhen, RDS is more informative for allocating prevention efforts than TLS. Furthermore, researchers and public health authorities should take into account the different sample compositions of RDS and TLS and apply sampling methods consistently when evaluating trends over time.