This study was designed to investigate heavy metal (Tl, Pb, Cu, Zn, and Ni) contamination levels of arable soils and vegetables grown in the vicinity of a sulfuric acid factory in the Western Guangdong Province, China. Health risks associated with these metals by consumption of vegetables were assessed based on the hazard quotient (HQ). The soils show a most significant contamination of Tl, followed by Pb, Cu, Zn, and Ni. The heavy metal contents (µg/g, dry weight basis) in the edible parts of vegetables range from 5.60 to 105 for Tl, below detection limit to 227 for Pb, 5.0–30.0 for Cu, 10.0–82.9 for Zn, and 0.50–26.0 for Ni, mostly exceeding the proposed maximum permissible level in Germany or China. For the studied vegetables, the subterranean part generally bears higher contents of Tl and Zn than the aerial part, while the former has lower contents of Cu and Ni than the latter. In addition, the results reveal that Tl is the major risk contributor for the local people since its HQ values are mostly much higher than 1.0. The potential health risk of Tl pollution in the food chain and the issue of food safety should be highly concerned and kept under continued surveillance and control.