The accident happened around 2:30 pm (630 GMT) at a university sports centre in the Kowloon Tong neighbourhood, with footage showing the caved-in roof along with police, firefighters and ambulances at the scene.
"The roof collapsed and there were three people were injured," a police spokeswoman told AFP, adding that the affected area was 30 metres squared.
The three people who were hurt have been brought to hospital, police said without detailing the extent of their injuries from the collapse, which occurred in an area used for badminton and basketball.
Such accidents are very rare in Hong Kong, a city of seven million people.