Chinese police have no right to operate in Hong Kong, its leader CY Leung has said, amid fears a local bookseller has been detained by mainland authorities.
Lee Bo is the fifth man linked to a shop selling works critical of China's government to go missing since October.
Local legislator Albert Ho claims Mr Lee, also known as Paul Lee, was kidnapped and taken to the mainland.
The disappearance of the men has raised concerns that China is undermining the territory's legal independence.
"The government and I are highly concerned about the case," said Mr Leung, who has in the past been criticised as too willing to bend to Beijing's will.
He stressed there was "no indication" that Chinese agents were involved, but added: "If mainland Chinese law enforcement personnel are carrying out duties in Hong Kong, it would be unacceptable."
The Foreign Office says it is investigating reports that Mr Lee may hold a British passport.
Lee Bo disappeared last week.
His wife says he called her from Shenzhen, just over the border in mainland China, and told her he is helping with an investigation.
She says his home return permit, which Hong Kong citizens must show to enter China, is still at home - something Albert Ho points to as evidence he may have been abducted by security agents.
One of them, publishing house owner Gui Minhai, was last seen in Thailand. The other three were last seen in mainland China.
His disappearance last Wednesday has sparked an outcry in Hong Kong, where some suspect the men's disappearance is connected to a book the publisher may have been planning about an alleged former mistress of Chinese President Xi Jinping, when he was already married to folk singer Peng Liyuan.
There has been no official comment form the Chinese authorities. But in a recent opinion piece (in Chinese), the Global Times, a mouthpiece of the government, criticised accusations that the "one country, two systems" model was in jeopardy.
Hong Kong enjoys press freedoms not available in China, although some publishers had already begun to complain about growing pressure from Beijing.
The bookshop closed a day after Mr Lee's disappearance.