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Anna, your best solution would be to take a ferry from Hong Kong airport to Shekou in Shenzhen, but to return from Shekou to Macau by ferry. Macau is so close to Hong Kong, so you can immediately depart from Macau toward Hong Kong as soon as you enter Macau. In other words if you make this itinerary: Hong Kong - Shenzhen - Macau, you will be eligible for 240 hour visa free transit and that means 10 days. Here I have to stress the absolute necessity to book your Shekou to Macau ferry even before your arrival at Hong Kong airport. You will book your ferry ticket through TurboJet company website and print it out. Also, you will really have to take exactly that ferry you have bought your ticket for. Now, if you need more than those 10 days, there is a solution, please just follow my explanation. When you have arrived in Macau, you can return back to Shekou by ferry and do your itinerary in reverse order for another 240 hour visa free transit. So, you will take a ferry from Macau to Shekou, but before that you will have to book a ferry or a train from Shenzhen to Hong Kong in advance. You will also print it out and take exactly that ferry or train you have bought your ticket for. It is highly advisable to have an overnight in Macau before you return back to mainland China. In another words, you will have the following itinerary: Hong Kong to mainland China (by ferry) to Macau (by ferry). After an overnight Macau to mainland China (by ferry) to Hong Kong (by ferry or train). Like this you can enjoy 240 hour visa free transit twice. Have a nice journey.

Thanks so much! I do have another question. If I plan to only stay five days in Hong Kong and five days in shen zhen, what would be the best way? I need to fly in and out of hk. Do I need to get a visa then?

If you need just 5 days in Shenzhen, then you should not bother yourself with 240 hour visa free transit. You will just take a ferry (please be warned that Shekou visa office opening hours are: 9:00 - 13:00 & 14:30 - 16:30) to Shekou, apply for 5 day visa on arrival by paying 130 CNY by card and you can enjoy your stay there. You can return back directly to Hong Kong by taking any border crossing or any mean of transport, high speed train included. So, if I have correctly understood you that you need just 5 days in Shenzhen, a 5 day Shenzhen VOA is the way to go. Have a nice visit to Shenzhen.