The best way to travel from Hong Kong to Shenzhen is actually by MTR subway. Connecting the two cities directly, below we’ll tell you how to travel from Hong Kong to Shenzhen by subway.
Where: From East Tsim Sha Tsui MTR station on Kowloon side you need to take the East Rail Line (the only line available) to Lo Wu, which is on the Hong Kong/Chinese border. Here, you will exit at the Hong Kong side, go through the border, and immediately on the other side find the Shenzhen metro service. The Chinese side is referred to as Luo Hu.
When: The first train leaves East Tsim Sha Tsui at 5:28am and the last train at 11:05pm. From Lo Wu the first train leaves at 6:38am and last train at 12:30am. These times are subject to occasional changes; however, the general hours are correct.
How Long: The journey to Lo Wu takes just under an hour, after which you can expect 30mins to 40mins of border formalities before entering Shenzhen.
Prices: A single ticket costs HK$36.50
Do I Need a Chinese Visa?: Yes and No. Confused? You will be. Shenzhen is a special economic zone and there are five-day visas available on the spot at the Lo Wu border crossing. These are only valid for the Shenzhen area.
These visas are only available to certain nationalities and this list seems to be in an almost constant flux. US nationals absolutely cannot obtain a Shenzhen special economic zone visa, and, at least at the time of writing, visas are also unavailable to UK citizens. Both these nationalities have been barred for some time. Most other EU nationalities can obtain a visa although suspensions occur often and it’s wise to check ahead.
On top of all this, you can no longer get a Chinese visa in Hong Kong and you’ll need to apply at the Chinese Embassy in your home country. Check the Chinese Foreign Ministry in Hong Kong for up to date information.