Lam Wing-kee was seized after crossing the border into China and taken away blindfolded for allegedly bringing banned books into the mainland, he said last month.
The 61-year-old is part of a group of staff from a Hong Kong firm that published salacious titles about leading Chinese politicians.
The five mysteriously went missing late last year and later emerged in mainland China, intensifying concerns in Hong Kong about China's increasingly tight grasp on the city.
Although the city has the status of a special administrative region of China, the two have separate legal systems, distinct police jurisdictions and maintain strict border controls.
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The city was returned by Britain to China in 1997 under a deal guaranteeing freedoms that would be unimaginable in the mainland, and the case has fanned anxieties that the semi- autonomous city's fiercely guarded liberties are being eroded.
Lam is the only one of the five booksellers to speak openly about the case and has suggested the other four feel too much pressure from China to do the same.
"The government and I are paying close attention to the issue of Lam Wing-kee's concerns for his personal safety," Leung told reporters today.
Hong Kong and China have no extradition treaty, meaning there is no obligation for city authorities to hand Lam back to China even if he is violating the terms of his bail.
Activists have alleged that Chinese security agents are operating in the city, which would be illegal under the city's mini-constitution.