The unidentified woman had sought treatment at a clinic near the southern Chinese city's Tsing Yi rail station for a runny nose and fever after returning from a trip to South Korea.
The area around the clinic was cordoned off and health officials there wore protective gear.
Messaging services lit up with false rumours that that a MERS case had been confirmed in Hong Kong and surgical masks reportedly sold out in shops around the station.
The MERS virus is considered a deadlier but less infectious cousin of SARS.
Hong Kong officials said Thursday that the city had no confirmed cases of MERS, but two test results were still pending.
"Of the 33 suspected cases of MERS that we received yesterday (Wednesday) up to noon, 31 have tested negative," said Leung Ting-hung, controller for the centre of health protection, including the Tsing Yi case.
Local media reported that further cases were being tested overnight.
"We should show concern about the MERS situation overseas, but we should not be overly worried," he said.
The authorities will now give MERS updates to the public twice daily, Leung added.
Hong Kong issued a "red" alert on Tuesday that remains in place, advising against non-essential travel to South Korea for health reasons. Seoul has rejected the move, arguing that the World Health Organization had not recommended any such action.
In the worst outbreak outside Saudi Arabia, nine people have died in South Korea and 122 have been infected. The first infected patient was diagnosed on May 20.