You can not get the 5-day Visa in Lok Ma Chau (Fútián / 福田) or Shenzhen Bay (Shēnzhèn wān / 深圳湾) border checkpoint! Don’t go there without visa! There are no other visa types available there. You will be send back to Hong Kong!
You can get them at Lowu and Huanggang.
However, if you entered with the 5-Day-Visa you can exit here, or any other Shenzhen to Hong Kong border with no problem.
Huánggǎng (皇岗) is a very popular border for buses and cars, and it is open 24 hours round the clock in both directions. Most of the buses from Mongkok, Wanchai etc. cross here. And you can get the 5-Day-Shenzhen visa here too!
Firstly get off the bus at Hong Kong immigration, with all your luggage Go through the Hong Kong passport exit check, find your bus after you exit the building It’s another 1Km bus ride to the China immigration building Get off the bus, follow the flow of the people to the immigration hall The passport check is on the right hand side – but since you have no visa you go left to the sign saying Port Visa Get the 5 day Shenzhen visa form and fill it Hand it to the counter, and wait Waiting time is usually just a few Minutes.
The easiest border to cross into Shenzhen is probably Lowu (Luōhú/罗湖/羅湖). It can easily reached by MTR (subway), in fact, Lowu can only be reached by MTR from Hong Kong. The border is open from 06:30 in the morning until midnight 00:00. The visa office is open 07:00 to 23:30
Take the MTR from anywhere in Hong Kong to Lowu In Lowu, leave the MTR and go to Hong Kong immigration to exit Hong Kong After Hong Kong immigration follow the flow of the people over the bridge (about 100m) When you enter the China immigration building, go straight past the escalator down.
Before you go, check this:
You have a passport, bring it
The passport must have at least one free page without any stamps
Your passport is not from one the following countries:
India Indonesia Philippines South Africa Turkey Special note, the above countries can not get the 5 day Shenzhen visa! The list is not complete, there are more countries that can not get the 5 day Shenzhen visa!
You need a passport picture now.