Simon Cheng Man-kit, who works at the British Consulate-General, failed to return on 8 August after visiting neighbouring Shenzen the day before, according to local media.
The trade and investment officer at the consulate's Scottish Development International went missing after crossing the border into the Chinese city for a business trip, Hong Kong news outlet HK01 reported, citing an interview with his family and girlfriend.
"We are extremely concerned by reports that a member of our team has been detained returning to Hong Kong from Shenzhen," a representative of the Foreign and Commonwealth Office said in a statement released by the British embassy in Beijing.
"We are providing support to his family and seeking further information from authorities in Guangdong Province and Hong Kong."
Hong Kong has been gripped by anti-government protests in recent weeks, with Beijing accusing Britain and other Western countries of meddling in its affairs.
Britain, the US and others have urged China to respect the "one country, two systems" formula under which the former British colony returned to China in 1997.
Over the weekend, hundreds of thousands of pro-democracy activists brought streets to a standstill in the biggest demonstration in months.
China's Foreign Ministry and the Hong Kong police did not immediately respond to requests for comment.
Additional reporting by agencies