Optioms to travel between Shenzhen and Zhuhai.

Ferry can be most convenient. From Shenzhen, you can go to the local Shekou Port to take a ferry to reach your destination within an hour. For the back journey, you can go to Jiuzhou Port to take a ferry.

By bus, from Shenzhen, you can go to the local Futian Bus Station or Baoan Bus Station to take a direct long-distance bus there. And for the back journey, you can catch a bus at the local Gongbei Bus Station.