Based on the data from Auto Meteorological Monitoring Workstations (AMW) of Shanghai Nanjing Expressway and NCEP/NCAR 1°×1° grid reanalysis data, the evolution characteristics of visibility, the relationship between visibility and meteorological elements, and the formation mechanisms of a heavy fog process which occurred on 1 and 2 December 2009 on the Shanghai Nanjing Expressway are investigated. The results indicate that there was nonlinear relationship between atmospheric visibility and meteorological factors. Visibility and relative humidity exhibited obvious exponential decay relationship. The relationship between visibility, wind speed, and temperature was more complex. The synoptic weather analysis indicates that the inversion layer and weak wind conditions near the ground provided by a high/low altitude circulation with warm high ridge and a transformed surface cold high pressure system were contributed to the formation of the fog. Moisture supply and gathering in the lower layers were ensured by the easterly airflow and the thermal inversion layer. Analysis of the thermal and dynamic factors over the fog zone confirmed the stability of atmospheric stratification of the fog zone.