Is there a direct bus from Guangzhou to Sanya or I would need to catch the train?

Yes, you can take a direct bus to SY from Provicial Bus Station near Guangzhou Railway Station. The buses depart at 13:30 and 16:00. The fare is CNY 280. The trip takes about 12 hours.

Or, you can take a train to SY from Guangzhou Railway Station. The trains depart at 05:22 and 16:02. The trip takes about 16 to 17 hours. You need to pay CNY 373.5 for a hard sleeper; CNY 584.5 for a soft sleeper. :)