"Immigration Department and police met and took statement separately with Lee Bo who had returned to Hong Kong from the mainland this afternoon," a government statement released late Thursday said.
British citizen Lee is one of five Hong Kong booksellers to go missing in recent months.
The five from Hong Kong's Mighty Current publishing house, known for its salacious titles critical of Beijing, disappeared last year, only to turn up in mainland China.
Britain said in February that it believed he had been "involuntarily removed to the mainland".
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"Lee Bo told police that to assist in an investigation of a case relating to a person surnamed Gui, he, with the assistance of his friends, returned to the mainland by his own means voluntarily and it was not an abduction," the government statement said.
"He stated that he was free and safe whilst on the mainland."
Immigration officials also took a statement from Lee, adding he did not provide "thorough information" about his departure, the government said.
Lee's disappearance triggered particular outrage as he was the only one of the booksellers to have disappeared from Hong Kong -- the others went missing in October and were last seen in Thailand or southern China.
"The Lee Bo incident has really crushed the confidence of Hong Kong people in respect of the 'One Country Two Systems'," pro-democracy lawmaker Albert Ho told AFP of the system the city is governed under.
"Nobody really believes (Lee's) version, the people have the general impression that he was forced to go back to China," Ho said.
One of the other booksellers, Gui Minhai, a Swedish citizen, confessed he had "explored ways to circumvent official inspections in China", in his television interview in February.