Several thousand marched in Hong Kong on Monday against suppression by Beijing as fears grow that freedoms in the semi-autonomous city are seriously under threat.

The pro-democracy protest comes a week after Hong Kong banned a pro-independence party on the grounds it was a threat to national security, the first time a political party has been prohibited since the city was handed back to China by Britain in 1997.

The emergence of an independence movement calling for Hong Kong to split from China has incensed Beijing as it emphasises the importance of territorial integrity and has led to a crackdown on political expression.

Leading pro-democracy campaigner Joshua Wong said he feared his party, Demosisto, could be next because it promotes self-determination for Hong Kong.

One high-profile Demosisto candidate was already barred from a recent by-election.

"We need to protect and defend the freedom of association in Hong Kong," 21-year-old Wong told AFP at the rally.

The pro-democracy protest is held every October 1, China's National Day, which marks the communist party's establishment of the People's Republic of China.

Hong Kong enjoys rights unseen on the mainland including freedom of speech but there are growing fears those are being eroded.

There are also concerns that the city will introduce a controversial anti-subversion law designed to protect China's national security and potentially put freedoms at further risk.

'Totalitarian agenda'

"They talk about national security, but what about our security? They don't care about that," said a 50-year-old office worker who gave her name as Miss Hau.

"Today they say we can't talk about A, but tomorrow they might say we can't talk about B, and in the end, we won't be able to talk about anything," she told AFP.

Other protesters criticised the government's "totalitarian agenda".

Hong Kong leader Carrie Lam, appointed by a pro-Beijing committee, said in an official address on Monday that Hong Kong must "firmly uphold China's sovereignty, security and development interests".

Critics say Hong Kong is being subsumed into mainland China via perks and infrastructure projects designed to blur boundaries.

Last month saw the opening of a multi-billion-dollar high-speed rail link to the mainland, with part of the Hong Kong station coming under Chinese law.

A long-delayed mega-bridge between Hong Kong and southern China is set to open later this month.

But despite many residents' dissatisfaction with China's growing influence, the numbers attending the city's traditional street protests have shrunk since massive 2014 pro-democracy rallies failed to win reform.

Yuet Wong, a 21-year-old student, said there was a sense of powerlessness among young people, particularly after the disqualification of elected pro-democracy legislators, but said she was still motivated to come out.

"Even if we can't achieve anything immediately, we want to show the government we won't be compromised and won't be silent," she told AFP.