Hong Kong media, citing unidentified sources, said 12 people from the former British colony were arrested while sailing to Taiwan where they planned to apply for political asylum.
It was not clear what law they would be charged with violating but, if confirmed, it would be a rare instance of Chinese authorities arresting people from Hong Kong trying to leave the city.
The Guangdong Coast Guard said on its social media platform late on Wednesday the people on the boat were arrested on Aug. 23.
Two of the detained were surnamed Li and Tang, it said. It did not provide further details and could not be reached for comment.
Hong Kong media identified one of those on the vessel as Andy Li, who media said was recently arrested under a sweeping national security law imposed by Beijing on its freest city on June 30.
Chris Tang, the Chinese-ruled city's police chief, said at a press conference he had not received any information from mainland authorities regarding the arrests.
In Taipei, the China-policy making Mainland Affairs Council did not confirm the media report, but said those who come to Taiwan via illegal means will face criminal charges, and reiterated the government's pledges to give "humanitarian assistance" to Hong Kong protesters.
The new security legislation, opposed by many in Hong Kong, punishes what Beijing broadly defines as subversion, secession, terrorism and collusion with foreign forces with up to life in prison.
The Hong Kong government, police and security bureau did not immediately respond to a request for comment.