Sci-tech innovation is an important measure for the Guangdong–Hong Kong–Macao Greater Bay Area to achieve high-quality economic development. Theoretically, there is a coupling coordination relationship between sci-tech innovation and high-quality economic development, and coordinating the relationship between the two is beneficial to building the Guangdong–Hong Kong–Macao Greater Bay Area into an international innovation and technology hub and promoting high-quality economic development. At present, the Guangdong–Hong Kong–Macao Greater Bay Area has seen a year-on-year increase in both the level of sci-tech innovation and the level of high-quality economic development, with a sound development trend. Its coupling coordination degree between sci-tech innovation and high-quality economic development has steadily improved from a slightly uncoordinated stage to a primarily coordinated stage, but the overall degree of coordination is still not high, with some gaps from realizing the excellently coordinated stage. From the perspective of spatial distribution, the internal development of the Guangdong–Hong Kong–Macao Greater Bay Area is unbalanced, with obvious differences in development level and coupling coordination degree among cities. The convergence analysis shows that the differences in the coupling coordination degree among the cities in the Guangdong–Hong Kong–Macao Greater Bay Area have stabilized after narrowing during the study period. However, the difference among the cities with higher coupling coordination degrees tends to widen in recent years. Therefore, necessary measures should be taken to promote the coordination between sci-tech innovation and high-quality economic development in the Guangdong–Hong Kong–Macao Greater Bay Area.