Hong Kong police on Friday said they had launched an investigation into Olympic Games fans who booed China's national anthem and drowned it out with chanting during a public screening at a mall.

The Chinese international finance hub has had its best Games on record with Edgar Cheung winning gold in fencing and Siobhan Haughey taking two silvers in swimming.

But the sporting success also comes at a politically turbulent time for the city as China cracks down on dissent in response to huge and often violent democracy protests two years ago.

Hundreds of fans gathered in a mall on Monday night to watch Cheung's winning bout, erupting into rapturous applause and cheers when he came out on top.

At the subsequent medal ceremony, some fans initially booed China's national anthem and then chanted "We are Hong Kong" in scenes that were broadcast live.

"We are Hong Kong" is often chanted by Hong Kong football fans, many of whom revel in the city's unique identity and Cantonese culture compared to the primarily Mandarin-speaking Chinese mainland.

It was often chanted by football fans when China's national anthem played ahead of matches.

Hong Kong authorities passed legislation last year banning any insults to China's national anthem and flag, with officials specifically citing football fans as one of the reasons they deemed the law necessary.

Some Hong Kongers booed China's national anthem after watching Edgar Cheung win fencing gold Some Hong Kongers booed China's national anthem after watching Edgar Cheung win fencing gold Photo: AFP / ISAAC LAWRENCE

On Friday, police confirmed they were looking into whether the Olympic mall fans had broken the law and have arrested a 40-year-old man.

"When the national anthem was played at a shopping mall, there were people openly and deliberately raising Hong Kong's colonial flag and even inciting others at the scene to jeer, chant slogans and insult the anthem," a police spokeswoman told the media.

She said those actions were to "incite hatred and politicise sports".

Hong Kong is a former British colony that was handed back to China in 1997.

Beijing promised the city could maintain key liberties and autonomy for 50 years after the handover.

The city was a bastion of free speech inside authoritarian China and democracy protests bubbled for years until they exploded in a huge popular street movement two years ago.

Since then, China has sought to remould the city in its own authoritarian image.

It has imposed a sweeping national security law that criminalises much dissent and pushed an official campaign to root out anyone deemed unpatriotic.