According to the relevant data of the official websites of the Ministry of Education, the Guangdong Provincial Department of Education and the Shanghai Municipal Education Commission, this paper compares the internationalization of different dimensions between Guangdong and Shanghai in terms of the internationalization policy of higher education, the institutions and projects of Sino-foreign cooperation and cooperation with Hong Kong and Macao, the establishment of Confucius Institutes overseas, the number of international students and the number of students from Hong Kong, Macao and Taiwan, and analyzes the characteristics and gaps in the internationalization of higher education in the two places. The comparison shows that the Shanghai government is better than Guangdong in terms of policy promotion and scholarship support for foreign students. The number of Chinese-foreign cooperative schools and projects, the number of overseas Confucius Institutes and the number of students coming to China are higher than those in Guangdong. However, Guangdong has more cooperation with Hong Kong and Macao and its number of students from Hong Kong, Macao and Taiwan is the highest in the country due to its proximity to Hong Kong and Macao. In general, the level of internationalization of higher education in Guangdong is lower than that of Shanghai. It should actively learn from Shanghai's excellent experience of internationalization of higher education, take advantage of the largest province of the economy and its neighboring Hong Kong and Macao, and seize the national strategic opportunities of the “Belt and Road” and the “Guangdong, Hong Kong and Macao Bay Area” to further promote the internationalization of higher education, narrow the gap with advanced higher education areas such as Shanghai, and gradually form an international development model of higher education with the characteristics and advantages of Guangdong, Hong Kong and Macau Bay Area.