Luohu Border Crossing
Luohu Border Crossing is a pedestrian crossing connecting Shenzhen with Hong Kong between Luohu (LoWu in Cantonese) and Sheng Shui in New Territories.
When you arrive, you will go through China Immigration on the Shenzhen Side of the river. You will then walk across a bridge over the Shenzhen River (This is an air-conditioned walk way). At the end of this bridge, you will come to HK Immigration. Once you clear HK Immigration you can buy an Octopus Card and be your way.
Both Immigration require you to complete a form, sometimes 2, which are available at the desk where you can fill the form in.
One important thing to note is that when you use Luohu Border Crossing, you MUST catch the train to Sheng Shui before coming back to Shenzhen if you were to try a “Visa Run.”