The announcement came as tens of thousands of defiant demonstrators poured onto the streets on China's National Day.
"If our Chief Executive and the central government (China) do not respect and listen to our people's opinion, we will consider having different operating actions in future days, including occupying other places like important government offices," said Agnes Chow of the Scholarism student movement.
Chan Kin-man, co-founder of the pro-democracy Occupy Central movement which co-organised the demonstrations, said any escalation would be "an action initiative by the students" and called for it to be peaceful.
But he ruled out any dialogue with Leung.
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"We can talk to anyone in the government except him... resign for the sake of Hong Kong."
Leung has faced mounting calls to step down and has been criticised for failing to engage with protesters, after their "Umbrella Revolution" campaign for unfettered universal suffrage sparked the biggest civil unrest in the semi-autonomous Chinese city for decades.
As evening fell, thousands crammed into a one-kilometre stretch between the Central business district and Wanchai.
The Wall Street Journal reported that Leung's administration is planning to sit out the protests -- hoping they fizzle out rather than trying to clear them by force -- on Beijing's orders.
"Beijing has set a line to CY (Leung). You cannot open fire," the newspaper quoted a source familiar with the matter as saying. "You must halt it in a peaceful way.