Three suspected pinhole cameras were found in the changing rooms of a fitness centre branch in Sha Tin.
Police have classifed it as a suspected case of voyeurism.
Online footage shows what appears to be a pinhole camera taped to the false ceiling of the changing rooms at the Sha Tin branch of gym chain 24/7 Fitness.
Police received the report on Friday afternoon.
The fitness branch remains open this morning.
The branch manager says their facial recognition system helps log each member's entry, with surveillance cameras in public areas in the gym.
Both the log and surveillance footage have been handed to the police for investigations.
In response, 24/7 Fitness apologises for the case and has inspected all the branches' changing rooms, bathrooms and toilets, especially their false ceilings and other high-risk areas.
Voyeurism in Hong Kong carries a maximum penalty of five years behind bars.