You can apply for Hong Kong visit visa in Chinese consulate in Dubai, the requirements are:
- Original and one photocopy of passport with at least 6 months of validity and blank visa pages;

- Valid UAE residence visa;

- Typed and signed Visa Application Form with one passport-sized photo affixed to the form with glue and not stapled;

- No-objection letter from sponsor (for non-UAE nationals), clarifying the purpose of your visit, or company license, if self-employed;

- Invitation letter from Hong Kong (Invitation by e-mail will not be considered), or confirmed Hong Kong hotel reservation, if applying for a tourist visa;

- Personal bank statement for the last three months.