Urban expansion is fragmenting the forest landscape, with the consequence of biodiversity loss and ecosystem degradation. Characterizing the forest loss and fragmentation over time and examining its relationship with the urban expansion is crucial for regional ecological restoration. Previously, several studies have focused on how the urban expansion impacts the forest loss and fragmentation by land cover change and landscape dynamics along the urban-rural gradient or in the entire study area over time in an individual city or a region. Results from these studies usually neglected the spatial pattern relationships between forest fragmentation and urban expansion. Since the urban megaregion has become the major form of urbanization in China, the conclusions from a single scale analysis, such as city or regional level, concealed the spatial differences of forest fragmentation change in the regional processes. Here, Guangdong-Hong Kong-Macao Great Bay Area, a rapidly urbanized region in southern China, was selected as a study area and the relationships between forest fragmentation and urban expansion at multiple scales were explored. Firstly, the spatio-temporal dynamics of forest loss and fragmentation were characterized at the region- and city-level by the landscape metrics based on the land cover and land use maps derived from the remotely sensed imagery in 1980, 1990, 2000, 2010, and 2018. The relationships between the forest fragmentation and the urban expansion at the county-level were then quantified by Pearson correlation analysis. Results showed that 1) The forest area decreased from 33,304 km² in 1980 to 32,030 km² in 2018, with a decrease of 1,274 km² in the past four decades. The percentage of forest being converted to developed land increased from 11% in 1980-1990 to 42% in 2010-2018, suggesting the urban expansion has become the major factor of the forest loss. 2) Forest landscape became fragmented shown by the increment of the patch density and decrement of the mean patch size at the regional level. The landscape metrics change at the city level revealed the type and degree of forest fragmentation varied from different regions. 3) Both the cover percentage of developed land and its spatial pattern, including patch density and mean patch size, had significant impacts on the forest fragmentation. But compared to the spatial pattern, the area increment of the developed land was the major factor. The results from this study suggest that the measures, including delimiting urban growth boundary and constructing ecological network via patch-corridor-matrix paradigm, will help connect the fragmented habitat and restore the ecosystem function.