Answered by ZUPAN
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Nov. 16, 2019 16:51
Actually, you can do this, but not by using a through train. You will have to take a train to Lo Wu border crossing, then proceed on foot to Luohu crossing (some 100 meters) where you will apply for a Shenzhen visa on arrival. After you have obtain a visa, you will be allowed to proceed to the center of Shenzhen by metro.
After you have visited Shenzhen, you can return to Hong Kong using every mean of transport and probably the most efficient is to take a high speed train directly to West Kowloon railway station in Hong Kong.
As you can see, this is all perfectly doable, but the real drawback is the price of Shenzhen VOA for US citizens - exactly 956 CNY. Quite a high price and it is preferred that you bring that amount in Chinese cash that you can easily obtain at one of many Hong Kong money changers. You can also bring a passport size photo to speed up the entire application process.