Can I travel from Shenzhen to HKG airport in shuttle bus without HKG visa

I have china visa and confirmed air ticket from HKG to Chennai ,India. From SZ,I want to board flight at HKG airport. I want to transit HKG airport to board Cathay Pacific flight to Chennai. Do I need a trasit visa? Where should I get it, while departing Shenzhen or on arriving at the airport. But I will be already in the HKG territory. My email yahoo.com|drksmartin