Hong Kong's immigration department said Sunday they have received reports a man went missing on a cross-border mega bridge to the gambling hub of Macau that currently hosts a Chinese mainland police checkpoint.

The disappearance first emerged on Saturday when the man's son told local media his father had texted to say he was being detained while passing through an artificial island manned by Chinese police on his way to the semi-autonomous city of Macau.

The man was travelling by bus on Friday afternoon along the bridge-and-tunnel network linking Hong Kong, Macau and mainland city Zhuhai, his son said.

"His last message said 'I got arrested'," the son told Cable News, speaking anonymously.

Hong Kong police confirmed receiving a report from the son on Saturday and have opened a missing person case.

The artificial island in the middle of the Pearl River Delta lies in Chinese mainland waters.

It does not normally host a checkpoint, but mainland police set one up there last week with X-ray machines and facial-recognition checks ahead of an upcoming visit to Macau by President Xi Jinping.

Hong Kong's immigration department told AFP it had "received a request for help" regarding a resident "who was suspected to have gone missing... when travelling to Macau via the Hong Kong-Zhuhai Macau Bridge".

The spokesman added that the department was reaching out to the city's trade office in the Chinese province of Guangdong, which borders Macau.

The mega-bridge links Hong Kong with the cities of Macau and Zhuhai
The mega-bridge links Hong Kong with the cities of Macau and Zhuhai AFP / Anthony WALLACE

Security is being ramped up in Macau ahead of Xi's visit to celebrate the 20th anniversary of its handover from Portugal to China on Friday.

Last week Guangdong's public security department said it was setting up a checkpoint on the artificial island to "create a favourable social environment" for the anniversary celebrations.

Hong Kong's security bureau declined to comment on whether it was aware of the new checkpoint on the bridge.

AFP reporters passed through the checkpoint last Wednesday. It was manned by dozens of heavily armed SWAT officers, and bus passengers had their luggage, faces and identity documents screened.

The Macau celebrations come as Hong Kong has been convulsed by six months of huge and often violent pro-democracy protests as the city chafes under Beijing's rule.

The protests were initially sparked by a now-abandoned plan to allow extraditions to the mainland where the courts are opaque and controlled by the Communist Party.

The 2015 disappearance into mainland custody of five booksellers who published salacious tomes about China's leaders also sparked outrage.

The bridge linking Hong Kong, Macau and Zhuhai is an engineering marvel but some have criticised the undeclared costs which ran into the tens of billions.

A newly opened high-speed rail link to the mainland has also proved controversial because part of the terminus in the heart of Hong Kong's Kowloon district is governed by mainland Chinese law.