The new guidance is in light of the protests that have paralysed the city over the past 11 weeks.
In an update to its official travel advice, it warned: “There are reports of greater scrutiny from mainland authorities at border crossings between the mainland and Hong Kong.
“This includes reports that travellers’ electronic devices have been checked at border crossings.
“You should be aware that the thresholds for detention and prosecution in China differ from those in Hong Kong.”
The FCO also updated its travel guidance for China with the same message.
The new advice comes just three days after a staff member of the British consulate in Hong Kong was detained in China.
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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 FCO said it is “extremely concerned” by the reports.
The FCO has previously advised visitors to Hong Kong to take care around the ongoing protests, some of which have involved “significant violence” in clashes between protestors and police.
“If you are in and around areas where any demonstrations are taking place, you should remain vigilant, follow the advice of local authorities and move away quickly to a safe place if there are signs of disorder,” the FCO says.
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It has not changed its official level of guidance, although countries including Australia and the US have.
There is a planned protest in Hong Kong for Saturday 24 August, which will target the transport system to and from Hong Kong International Airport, one of Asia’s busiest.
Passengers should allow extra time to travel to the airport, the FCO advised.