Sheung Shui is the penultimate northbound station on the East Rail line in Hong Kong. This station serves as the northern terminus of the East Rail line after the Lo Wu and Lok Ma Chau boundary crossings have closed for the day. It is also the last northbound station on the East Rail line that passengers without a Closed Area Permit, Mainland Travel Permit, or valid passport and mainland Chinese visa may freely travel to.

The East Rail line is one of the ten lines that form MTR, the mass transit system in Hong Kong. The railway line starts at Lo Wu or Lok Ma Chau, both of which are boundary crossing points into Shenzhen and joins in the north at Sheung Shui and ends at Admiralty station on Hong Kong Island. At approximately 46 km (29 mi), the line is the second longest line within the network, behind the Tuen Ma line. The line's colour is light blue, formerly navy blue before the KCR/MTR merger.