I am in Macau with tourist visa for 3 months. If I want to go to China from Macau for a day, do I need to apply for visa for China? Is there visa on arrival?

Yes, you need a visa to enter mainland China. There are Shenzhen visa on arrival and Zhuhai visa on arrival, which only allow one to stay in Shenzhen or zhuhai. Also, if you don't have a previously used China visa, it's very difficult to get a visa on arrival. In this case, you'd better apply for a China visa in Macau in advance.