A Hong Kong lawmaker said Sunday he believes Chinese security officers kidnapped five publishing company employees who have gone missing in the city, possibly because of a planned book about the former love life of President Xi Jinping.

"Hong Kong people are very shocked and appalled," Democratic legislator Albert Ho told a press conference.

The five work for a publishing house known for producing books critical of the Chinese government.

The disappearances add to growing unease that freedoms in the semi-autonomous Chinese city are being eroded.

Under Hong Kong's mini-constitution, it enjoys freedom of speech and Chinese law enforcers have no right to operate in the city.

It is unclear where the men are or how they went missing.

Small groups of protesters marched through central Hong Kong Sunday, while activists expressed shock at the case that saw employee Lee Bo disappear last week.

Four of his colleagues from the Mighty Current publishing house went missing in October.

Ho said it was "outrageous" for Lee to have disappeared in the city.

"We have a reason to believe he was politically abducted and illegally transferred to the mainland," he said.

Ho, a customer at the publishing firm's bookshop in Causeway Bay, said he had heard from other store regulars that the company was about to launch a book about Xi's former girlfriend.

"To my knowledge... the book concerns the story about the girlfriend...(from) some years ago," he said.

"There were warnings given to the owners not to publish this book. This book has not yet gone to print, but probably it has something to do with this book," Ho added.

Pro-Beijing lawmaker and former Hong Kong security chief Regina Ip urged the city's government to "seriously handle the matter" as mainland officials were not entitled to carry out official duties in Hong Kong.

Lee's wife said Saturday her husband told her he was "assisting in an investigation" in a phone call after he failed to return home for dinner Wedesday.

She reported him missing to police Friday and said the call he made to her was from a number in the neighbouring Chinese city of Shenzhen.

"He said he wouldn't be back so soon and he was assisting in an investigation," she said.

Lee was last seen at a Hong Kong book warehouse, another source told AFP.

Hong Kong police are investigating the disappearance of Lee and of three co-workers who are believed to have gone missing in Shenzhen.

The fifth, a Swedish national, was reported to have disappeared in Thailand.

Sweden's embassies in Bangkok and Beijing are reportedly investigating that disappearance

Protester Felix Fung, 37, said: "This is really scary. I fear that everyone will face pressure not to speak out."

Agnes Chow of leading student campaign group Scholarism appealed to the international community for help.

"I hope everyone in the world who believes in universal values of freedom and human rights could stand up," she said in a Facebook post.