Using Hong Kong and Shenzhen in a comparative case study, this article addresses two important questions about digital governance: what its development sequence is, and the governance role of social media in the Chinese context. A content analysis is performed of social media communication by four sets of comparable agencies in the two cities, using the framework of e-government interconnectivity. Contrary to general expectations, our findings show that Shenzhen was more active than Hong Kong in the governmental use of social media. The results also suggest that, against the normative and sequential models, there is no strict sequence or particular order of development that must be followed in digital governance, thus rejecting the stage-by-stage "walk before you run" hypothesis. A government can "leapfrog" or "run before it walks" in its digital governance, bypassing earlier stages of development. Furthermore, the study shows that digital governance is an important tool of institutional adaptation and development to enhance a government's ability to respond to a dynamic environment of raising citizen expectations. State-led digitalization complements and compensates for the traditional and formal citizen–government interaction mechanisms, making offline and online institutions interchangeable and substitutable, and therefore also more interrelated and indistinguishable.