Do I need visa- Travel from Hong kong to Guangzhou and Shenzhen by express train

Hi, I plan to travel from australia to hong kong. Since there's express train to Guangzhou and Shenzhen from Hong kong, I would like to go there for a few days and back to hong kong again (as my return ticket is from hong kong). do I need visa to travel from to Guangzhou and Shenzhen if I go there by express train from hong kong? thanks.