Hello..I am a nepali citizen..I am studying in china and have a chinese visa..

Yeah, you need a transit permit for there and you should apply for it in advance. You need to provide proof of your transportation arrangement such as flight ticket, the application form and a recently-taken full-faced color photo, your passport and its copy, your residence permit in PRC, and proof of your financial support. And then apply for an entry permit at the Macao office in Beijing.