Hong Kong’s leader, Carrie Lam, has refused to explain why her government declined to renew the visa of a British journalist, in an unprecedented case that has raised questions about the city’s press freedoms.

The Financial Times said last week that its Asia editor, Victor Mallet, had been refused a visa to continue working in the city. The denial comes two months after Mallet hosted a speech by the pro-independence activist Andy Chan, despite calls from authorities to cancel the event.

On Sunday, Mallet, who has lived in Hong Kong for more than seven years, was given seven days to leave Hong Kong.

Speaking to reporters on Tuesday, Lam said she would not comment on individual immigration cases. Asked whether Mallet had been denied a visa as punishment for hosting Chan, Hong Kong’s chief executive replied: “What you said is pure speculation.”

While insisting that “freedom of expression, freedom of reporting, are core values in Hong Kong”, Lam said her government would “not tolerate advocacy of Hong Kong independence, which threatens national security, territorial integrity and development interests”.

Hong Kong, a former British colony, was returned to China in 1997 under an agreement it would retain a high degree of autonomy and freedoms, including a free media environment, that citizens in mainland China do not have.

While Beijing has denied visas to foreign journalists before, Mallet’s case marks the first time in recent years that a foreign correspondent has been denied the right to work in Hong Kong. Media outlets have long used the city as a base to cover greater China and Asia.

China’s foreign ministry has defended Hong Kong’s decision, as Chinese state media said visa renewal was a sovereign right.

As of Tuesday, a petition calling on authorities to explain the decision to refuse to renew Mallet’s visa had received more than 11,000 signatures. A group of prominent Hong Kong lawyers has called the move “unprecedented”, while the American Chamber of Commerce warned restricting press freedoms would hurt Hong Kong’s competitiveness.

“The incident has already shown the further erosion of freedom of expression in the city,” said Patrick Poon, China researcher for Amnesty International.

The UK and the US have issued statements of concern. On Monday, the European Union said: “In the absence of a credible alternative explanation from the authorities, the decision appears politically motivated.”