The urban heat island (UHI) environment is closely related to the daily life of residents, and the impact of UHI is further expanding in the era of rapid urbanization, which is particularly obvious in the Beijing-Tianjin-Hebei urban agglomeration and Guangdong-Hong Kong-Macao Greater Bay Area. To explore the connection between UHI and urban expansion, this study takes Guangdong, Hong Kong, and Macao Greater Bay Area as the study area, based on Google Earth Engine platform and Landsat satellite data. The mean standard deviation was used to analyze the heat island zoning in the Guangdong-Hong Kong-Macao Greater Bay Area from 2000 to 2020, and the direction and type of urban expansion in the Guangdong-Hong Kong-Macao Greater Bay Area were investigated by standard deviation ellipse and LEI, to explore the link between the type of urban expansion and the heat island region through geospatial analysis methods. The results of the study show that: (1) From 2000 to 2020, the proportion of the area of heat island regions generally showed an upward trend, with the largest increase in heat island regions from 2015 to 2020, and the spatial distribution of heat island regions is characterized by the Pearl River Delta as the center, radiating in all directions. (2) The speed of movement of urban centroids in the Guangdong-Hong Kong-Macao Greater Bay Area decreases in 2000-2015 and increases in 2015-2020. The direction of urban expansion in the first five years is dominated by the northeast, and the direction of urban expansion in the latter 15 years is generally dominated by the southwest, with the type of urban expansion dominated by the fringe type, and the enclave type of expansion accounting for a smaller proportion.