HK visa and Macao visa is separate, you need to apply both of the two visas in advance through Chinese embassy in UAE. The requirements are as follows:
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 Hong Kong 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.;
Family visit – Photocopy of residence/stay document of family in Macao;
6. Pages carrying important information in a travel document previously used to come to Macao and HK(if any);
7. Valid entry visa or residence visa/permit of other countries or regions (if any);
8. Recent 1.5-inch full face white background color photo.