Aerosol is important to climate and air pollution, and different aerosol types have a non-negligible impact on the environment and climate system. Based on long-term satellite lidar profiles from 2006 to 2020, the four-dimensional (x-y-z-t) spatiotemporal characteristics of different aerosol types, including clean marine (CM), dust (DU), polluted continental/smoke (PC), clean continental (CC), polluted dust (PD), elevated smoke (ES), and dusty marine (DM), over the coastal waters of the Guangdong–Hong Kong–Macao Greater Bay Area (GBA) were revealed for the first time and compared to the surrounding northern South China Sea (NSCS). (1) The dominant aerosol types in both study areas were found to be CM, ES, and DM, whose proportions summed up to more than 85%. In spring, ES was the dominant aerosol type (>40%); in other seasons, CM dominated (>34%). The proportions of anthropogenic aerosols (PC, PD, and ES) and dust-related aerosols (DU, PD, and DM) were higher in spring and winter than in summer and autumn. (2) Vertically, the number of all aerosol types declined with increasing altitude, with the exception of abnormal increase at the heights of approximately 1.5–2.8 km in spring, which was probably attributed to the effect of local and regional anthropogenic pollutants. Below the height of 2 km, the main aerosol types were CM and DM, whereas ES, PD, and DU aerosols were dominant above 2 km. (3) Horizontally, the dominant aerosol types were spatially uniform in the lower atmosphere (<2 km), while higher altitudes (especially > 4 km) showed significant horizontal heterogeneity in space. The proportion of anthropogenic aerosols over the coastal waters of the GBA was higher than that over the NSCS, due to terrestrial pollution transportation. (4) In terms of the long-term trend, the proportion of CM aerosols was found to be steadily increasing, with the anthropogenic aerosols and dust-related aerosols showing a fluctuating and decreasing trend, which resulted from the enforcement of effective air pollution control policies. Overall, the terrestrial aerosol influence tended to decrease in the study areas. The insight into aerosol types and its variation will facilitate the understanding of the aerosol climate effects and pollutant control in the coastal waters of the GBA and the NSCS.