Critics say the multi-billion-dollar project might give away part of the city's territory to Beijing.
A new link connecting Hong Kong to China's National High-Speed Rail Network began operating on Sunday. The project has been marred by delays, cost overruns, and controversy over joint-checkpoint arrangements with the mainland.
Chinese security has been stationed in semi-autonomous Hong Kong for the first time at the harbour front West Kowloon rail terminus, as part of a new "special port area" that is subject to mainland law.
Despite fears over passenger safety in the mainland zones, hundreds gathered at the terminus, with the first train leaving for the southern Chinese city of Shenzhen at 7:00 am (2300 GMT Saturday).
TRT World's Patrick Fok has more from Hong Kong.