Benedict Rogers, who is deputy chairman of the Conservative Party's human rights commission, arrived from Bangkok in the morning but was stopped by immigration, according to media reports.
"They gave me no explanation at all," he told the Guardian by phone before arriving back in Thailand Wednesday.
"I feel very shocked. I feel it is yet another example of, if not the death then the death throes of 'One country, two systems'," he added.
Britain handed Hong Kong back to China in 1997 under a "One country, two systems" formula intended to protect its freedoms and way of life.
The barring of Rogers came a week before a major congress in Beijing of the ruling Communist Party.
Former Hong Kong government chief secretary Anson Chan described Wednesday's incident as "another serious blow" to Hong Kong's arrangement with China that guarantees a high degree of autonomy.
Critics say China has been tightening its grip over the self-autonomous city since a major pro-democracy protest in 2014 known as the Umbrella Movement.
Activists including 20-year-old Joshua Wong, Nathan Law, and Alex Chow were jailed in August for breaches of law during the movement, prompting concern from campaigners and rights groups about the city's judicial independence.
Their imprisonment "is one of the most grotesque miscarriages of justice I have seen," not in its severity but symbolically, he wrote in an opinion piece in August.
"Hong Kong used to be the one part of China that was still free, where people could still protest without fear, where the rule of law and basic rights still meant something. No longer," he wrote.
Rogers said he had arranged meetings with British politicians for the young activists when they visited London.
Lam said in her speech that Hong Kongers have a duty to stand up for China over threats to its sovereignty.
Chinese President Xi Jinping, who visited Hong Kong in July to mark 20 years since its handover, warned of a "red line" when it came to challenging Beijing's control.
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