There is no direct train from Hong Kong to Xiamen. You can take ferry or flight.

There is no direct train from Hong Kong to Xiamen, you can take train from Hong Kong to Guangzhou East Railway Station first and then take train from Guangzhou Railway Station to Xiamen, trains from Guangzhou to Xiamen leave at 19:08 and 19:22 from Guangzhou Railway Station, there are only these two trains. The ticket costs 209-395 per person for around 14 hours. You need to transfer from Guangzhou East Railway Station to Guangzhou Railway Station,take 217 Bus you can get there. Trains from Kowloon Station to Guangzhou East Railway Station operates from 07:25 to 19:24, it costs HK$190 for 2 hours trip.