I am going to Guangdong, then to Hongkong and back to Guangdong for one night. Does it mean that I must have a double-entry visa?

Absolutely. Double-entry visa means you can enter into mainland of China twice. Since you are going to Guangdong in the mainland of China twice, you must have a double-entry visa.

Hong Kong is a Special Administrative Region (See information about Hong Kong visa). More.

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