Hong Kong and Macao were parts of Guangdong province before Qing Dynasty. After British and Portuguese occupied the two areas, they were separated from Guangdong politically, but they kept close relations with Guangdong economically and culturally. When Hong Kong and Macao returned to China, Guangdong, Hong Kong and Macao began a new process of integration. This article analyzes the changes of the relations among the three areas in different periods.