The booksellers all worked for the same Hong Kong-based publishing house and are feared to have been detained by Chinese authorities, adding to growing unease that freedoms in the semi-autonomous city are being eroded.
Under its mini-constitution, Hong Kong enjoys freedom of speech and Chinese law enforcers have no right to operate in the city.
"I and related government departments are very concerned," Leung Chun-ying told reporters.
Leung said freedoms of press, publication and expression were protected under Hong Kong law.
"Only legal enforcement agencies in Hong Kong have the legal authority to enforce laws in Hong Kong," he added.
Democratic legislator Albert Ho said Sunday he believed the men had been kidnapped by Chinese security officers.
But when Leung was asked Monday whether he thought the men had been taken to the mainland, he said there was "no indication" and appealed for anyone with information to come forward.
It is still unclear where the men are or how they went missing.
Opponents criticised him for not going far enough to press Chinese authorities for information.
"The Hong Kong government and Leung Chun-ying should express to the top level on the mainland Hong Kong people's concern, instead of awaiting a reply," said pro-democracy lawmaker Lee Cheuk-yan.
Acting secretary for security John Lee said Sunday that Hong Kong police had made inquiries to mainland counterparts and were yet to hear back, according to local media.
Other lawmakers including Hong Kong's pro-Beijing former security chief Regina Ip have urged the government to investigate.
The latest employee to disappear was 65-year-old Lee Bo, last seen in Hong Kong Wednesday.
His wife said he had told her he was "assisting in an investigation" in a call made after he failed to come home for dinner Wednesday night.
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