The Hong Kong consulate refused to confirm the man's name or further details of the apparent incident.
But report in local news outlet HK01 said the consulate employee had failed to return after travelling to Shenzhen in Guangdong province, an hour outside Hong Kong, for a one-day business meeting on August 8.
"We are extremely concerned by reports that a member of our team has been detained returning to Hong Kong from Shenzhen," a Foreign and Commonwealth Office spokesperson said in a statement.
"We are providing support to his family and seeking further information from authorities in Guangdong Province and Hong Kong," it added.
The incident comes as the financial hub is facing its worst political crisis in decades.
Pro-democracy protesters have staged weeks of rallies that have often descended into violent clashes between police and protesters.
Beijing has taken an increasingly hard line tone against the protests, which it sees as a direct challenge to its rule.
It has also repeatedly warned Britain -- the former colonial ruler of Hong Kong -- against "interference" in the protests, and relations between the two countries have been increasingly strained over the issue.
The demonstrations were triggered by a controversial extradition law but have broadened into a call for wider democratic reforms.
China had promised to respect the freedoms in the semi-autonomous territory after its handover from Britain in 1997.
Hong Kong enjoys liberties unseen on the mainland, including freedom of speech, unfettered access to the internet and an independent judiciary.
But the ongoing protests have raised fears of a Chinese crackdown.
Known for its high-tech market, the metropolis of Shenzhen sits behind China's "Great Firewall", which restricts access to news and information.
With Beijing attempting to shape the narrative of the unrest in Hong Kong, Chinese authorities have increased their inspections at the border, including checking phones and devices of some passengers for photos of the protests.