HONG KONG — Hong Kong’s leader on Tuesday called for the pro-democracy demonstrators who have blocked major roads in the city to return home immediately, but protest leaders responded with defiance, threatening to expand the demonstrations and to occupy government buildings.

In his first public remarks on the protests since the Hong Kong police used tear gas against demonstrators on Sunday, Leung Chun-ying, the Beijing-selected chief executive of the semiautonomous Chinese territory, called on one of the two main groups organizing the protests, Occupy Central With Love and Peace, to end the demonstrations.