F1 visa, can I get in another embassy in China?

I am holding a F1 visa (never change status, major, school). I entered US 4 years ago for a PhD program. Never been refused a visa before. Went back home twice and got my visas all in Beijing. My question is can I go to Shanghai Consular to get my F1 visa back to US? My district should belong to Beijing, but I need to go to Shanghai any way this summer, so is there any chance that the VO will refuse to issue the visa to me because I should not apply for a visa in Shanghai? Kind of worried now. If anyone has such information, I will be greately appreciated.
Wish everyone a nice break.