Two young Saudi sisters in Hong Kong said Thursday they had been intercepted by kingdom officials at the city's airport while attempting to escape to Australia, in the latest case of women fleeing the ultra-conservative country.

The pair, who have adopted the aliases Reem and Rawan, said in a statement from their lawyer they had renounced Islam and fear the death penalty if forced to return to Saudi Arabia.

The sisters aged 20 and 18, whose representatives say they suffered violent abuse, fled to Hong Kong in September from a family holiday in Sri Lanka and were planning to fly on to Australia.

But they say they were obstructed by Saudi officials and have been living in hiding in the Chinese city for nearly six months since.

"We fled our home to ensure our safety. We hope that we can be given asylum in a country which recognises women's rights and treats them as equals," the pair said in the statement shared by prominent lawyer Michael Vidler.

"We dream of being in a safe place where we can be normal young women, free from violence and oppression."

Dr Graham Thom from Amnesty International says Australia should consider giving the sisters refugee status.

"These two sisters are now very vulnerable, we know that the Saudi officials are looking for them," Dr Thom told SBS News.

"We need to get them out of that country quickly, we need to get them to safety quickly and Australia is a country that can and should do that."

Saudi Arabia is one of the world's most restrictive countries for women.

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The case has emerged a month after 18-year-old Saudi woman Rahaf Mohammed al-Qunun drew global attention with her dramatic escape from an allegedly abusive family, gaining refugee status in Canada last month.

Justice Centre Hong Kong, a migrants' rights group aiding Reem and Rawan, said the sisters had also fled "gender-based violence".

Justice Centre Hong Kong has been proudly supporting the #SaudiSisters.

See our media statement from @piyamuqit our Executive Director below and here: https://t.co/VTZR3Nw5Vv pic.twitter.com/gT0Ri0TR0Q — Justice Centre HK (@justicecentrehk) February 21, 2019

According to the lawyer's statement, they were intercepted during their stopover by unknown men who took their passports and "attempted to deceive the sisters" into boarding a flight back to Saudi Arabia.

They later learned one of the men was Saudi Arabia's consul general in Hong Kong, and that their onward flight booking had been cancelled, it added.

The Saudi consulate in Hong Kong did not respond to requests for comment.

While in Hong Kong, the women say they were also blocked from attempting to board a later Qantas flight to Australia which prompted an Australian official to cancel their visas.

When contacted by SBS News, the Department of Home Affairs refused to say why the visas were cancelled on the basis that they do not comment on individual cases due to privacy considerations.

But Greens senator Nick McKim says the government has a case to answer.

"We need Home Affairs to not only clarify why they cancelled these women's visas but how they have responded to a whole range of cases where on the face of it, it appears women fleeing undoubted persecution in Saudi Arabia are being thwarted by Home Affairs," he told SBS News.

The sisters say they left Hong Kong airport to enter the city as visitors.

They have been forced to change locations 13 times for fear of their safety, their statement said, after police reportedly tried to take them to meet with male relatives and Saudi officials.

Our passports have been invalidated by the Saudi Gvt, which has prevented us from leaving and we think is an attempt to force us to go into the Saudi Consulate. We do not want to face the same fate as Mr Jamal Khashoggi. — #HKSaudisisters (@HKsisters6) February 21, 2019

They tweeted Thursday, using the account @hksisters6, to say their passports had been invalidated and they feared being forced to go to the Saudi consulate in Hong Kong.

"We do not want to face the same fate as Mr Jamal Khashoggi," they wrote, referring to the prominent journalist and critic of Saudi Crown Prince Mohammed bin Salman who was murdered at the kingdom's consulate in Istanbul.

Hong Kong police told AFP the case is under investigation and confirmed they received a missing person report and a separate report made by "two expatriate women" in September.

Hong Kong's Airport Authority declined to comment.

Additional reporting Lin Evlin