Yes, Mr.Jude, you need to apply for visas to Macao and Hong Kong in advance through Chinese embassy or consulate outside China or send your applications directly to Macao Immigration Department.
The requirements are: 1. A completed application form; 2.Photocopies of the bio data page and used inside pages of a valid passport/travel document; 3. Document of financial status (e.g. bank statement, deposit in savings account, tax payment receipt, employment certificate, etc.); 4. Document of transportation to Macao and accommodation arrangement (e.g. round-trip air ticket and hotel room reservation receipts, etc.); 5. Proof of purpose of visit, such as:Leisure – Tour receipt; itinerary, etc.;6. Valid entry visa or residence visa/permit of mainland China; 7. Recent 1.5-inch full face white background color photo.