Organisers said 3,000 people took to the streets in sweltering heat for the annual protest, calling on Beijing to release imprisoned political dissidents and formally acknowledge the bloody crackdown of 1989.
Hong Kong police put the number of protesters lower at 1,900.
It comes ahead of a mass candle-lit vigil planned for Wednesday to mark the anniversary of the Tiananmen Square pro-democracy protests in which hundreds of people, by some estimates more than 1,000, died.
China still forbids public discussion of the events of June 3-4 1989 when the military brutally suppressed pro-democracy protesters, mainly students, in central Beijing.
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Hong Kong is the only city in China to mark the anniversary openly.
"As for many years, it is a continuous struggle hoping to find justice and have a democratic China. This is the case even after 25 years," Richard Tsoi Yiu-cheong, a protest organiser, told AFP.
"It is the responsibility of Hong Kong people to show support because we still have protection for our human rights," Tsoi, the vice-chairman of the Hong Kong Alliance In Support of Patriotic Democratic Movements of China, said.
They include Pu Zhiqiang, one of China's most celebrated human rights lawyers.
Amnesty International last week criticised Chinese President Xi Jinping for choosing "repression over reform", as clampdowns precede the Tiananmen anniversary.