Answered by Borut | Nov. 20, 2024 00:18
Unfortunately, this is impossible to perform without a visa. However, if you want, you can obtain a Shenzhen 5 day visa on arrival at Lo Wu / Luohu border crossing.
You can take a suburban train from Hong Kong to Lo Wu, shortly walk from Lo Wu to Luohu crossing and the visa office that is located at Luohu. You are advised to be there at least at 08:30 in order to avoid the major queues because the visa office opens its doors at 09:00. The price of a visa is affordable - 130 CNY.
When you enter Shenzhen, you can stay there up to 5 days and when you are done with it, you can return to Hong Kong by taking any border crossing and any mean of transport, high speed train included. You can arrive at Lo Wu / Luohu border crossing with just your passport. You will fill out the form at the crossing and the photo of you will be taken there.
So, if you want, you can do exactly as I have explained. Whatever your decision might be, I wish you a nice journey.