Hong Kong's leader has refused to say why the city denied a visa to a leading Financial Times journalist, despite escalating demands for an explanation of the unprecedented challenge to freedom of the press.

Victor Mallet, the FT's Asia news editor and a British national, angered authorities in Beijing and Hong Kong by hosting a speech at the city's press club by Andy Chan, the leader of a tiny pro-independence political party, in August.

Mr Chan's party was later banned as Beijing cracks down on any pro-independence sentiment in the semi-autonomous city.

An application to renew Mr Mallet's work visa has been refused and on Sunday he was given seven days to leave Hong Kong.

Facing questions for the first time since the visa denial emerged last week, Chief Executive Carrie Lam said the decision had been handed down by immigration authorities.

She said linking it to the Chan talk was "pure speculation".