Thousands of protesters marched through central Hong Kong Sunday, demanding the release of five missing booksellers who are feared to have been detained by authorities in mainland China.

The five are from Hong Kong's Mighty Current publishing house, known for books critical of Beijing.

Their disappearance has fuelled fears that freedoms in the semi-autonomous Chinese city are being eroded. The US State Department and European Union have expressed concern.

The latest to vanish is Lee Bo, 65, last seen in Hong Kong on December 30. Three others earlier went missing in southern China and one in Thailand.

Pro-democracy lawmakers, activists and some residents believe Lee was kidnapped in Hong Kong by mainland authorities. They accuse China of trampling on the "One Country, Two Systems" agreement under which Hong Kong has been governed since its return by Britain in 1997.

This is intended to preserve Hong Kong's freedoms and way of life for 50 years. Chinese law enforcers have no right to operate in the city.

"We demand the Chinese government immediately explain the situation of the five and release them," Richard Tsoi, an organiser of the march, told protesters through loudspeakers before the rally started at the city government's headquarters.

"No to political kidnap!" demonstrators shouted, holding up banners reading "Where are they?" as they marched towards China's representative office in Western district.

Organisers said 6,000 people took part while police put the number at 3,500.

The US State Department said Friday it was "disturbed" by the reports of disappearances, while the European Union described the lack of information as "extremely worrying".

The issue has sent shockwaves across Hong Kong as fears grow that Chinese control is tightening.

"We are here to march for freedom and security for the people of Hong Kong," lawmaker Lee Cheuk-yan told reporters.

"This is a political kidnap... One Country, Two Systems has been damaged."

In 2014 tens of thousands of protesters brought parts of Hong Kong to a standstill for more than two months after Beijing imposed restrictions on planned democratic elections for the city's next leader.

But the protests failed to force any concessions from the authorities.