The man missing is named Simon Cheng, a 28-year-old trade and investment officer at the UK consulate in Hong Kong.
According to the Hong Kong news site HK01, Cheng was on his way back home after a trip to Shenzhen in China on August 8th.
After his girlfriend Li received Simon's last message, saying "Please pray for me", she lost contact with him.
Li said Hong Kong immigration authorities had told her Cheng had been placed under "administrative detention" in mainland China in an unknown location and for unknown reasons.
The Chinese government can hold people in detention for up to 15 days without trial, under charges of endangering national security.
Recently, China has increased checks at the border between Hong Kong and the mainland, and have often detained people who had videos or photos related to Hong Kong protests.
Yet, Simon's girlfriend Li told the news that Simon didn't attend any of the pro-democracy protests.
The UK's Foreign and Commonwealth Office is now seeking further information from authorities in Guangdong Province and Hong Kong.
China's foreign ministry claims it knows nothing about the situation.
Meanwhile, the U.S. has made a firm stance on the events in Hong Kong, saying Beijing's involvement might affect the U.S. trade deal with China.
U.S. Secretary of State Mike Pompeo told CNBC on Tuesday that it would be more difficult to reach a trade deal if China violently suppresses the protests in Hong Kong.
U.S. President Trump and Vice President Mike Pence also highlighted the importance of China not using violence.
"I'd like to see Hong Kong worked out in a very humanitarian fashion. I think it would be very good for the trade deal that we're talking about. I think it'd be very hard to deal if they do violence. I mean if it's another Tiananmen Square, I think it's a very hard thing to do if there is violence."
After the disappearance of the British consular, it is unclear what role the UK will play, and it's hard to predict China's next move.
KIM Bo-kyoung, Arirang News."