There are no direct trains from Heihe to Sanya. Railway communication connects Sanya with Beijing, Shanghai and Guangzhou. From Heihe, first you need to get to Harbin, then to one of these 3 cities and then to Hainan Island.

The second option: Heihe - Harbin - Haikou and then on the high-speed train to Sanya. The Heihe-Harbin railway crossing takes 11 hours. The ticket for a "soft seat" costs from 15 to 40 USD. A trip from Harbin to Haikou lasts 2 days 16 hours 7 minutes; the cost of the bottom soft shelf is 220 USD. From Haikou to Sanya the train goes 2 hours; the ticket price starts from USD 15.

For information: Harbin-Sanya flight with one transfer to Zhengzhou, Changsha or Wenzhou costs from 335 USD for economy class