Hong Kong police arrested well-known activist Joshua Wong and another core member of a pro-democracy group on Friday in a mounting crackdown on people involved in this summer's protests.

Police also arrested Andy Chan, the leader of a pro-independence movement, at the airport Thursday night.

An appeals board also denied permission for a major march planned for Saturday, the fifth anniversary of a decision by China against allowing fully democratic elections for the leader of Hong Kong.

The organisers said they were calling off the march.

'The first priority of the Civil Human Rights Front is to make sure that all of the participants who participate in our marches will be physically and legally safe. That's our first priority,' said Bonnie Leung, a leader of the group. 'And because of the decision made by the appeal board, we feel very sorry but we have no choice but to cancel the march.'

Police said Wong and Agnes Chow are being investigated for their role in a June 21 unauthorised protest outside a police station. Both face potential charges of participating in the demonstration and inciting others to join it. Wong also is being investigated on suspicion of organising it.

Wong is secretary-general of Demosisto and Chow is a member. He was one of the student leaders of the Umbrella Movement, the major pro-democracy demonstrations in 2014.

Demosisto first reported the arrests on its social media accounts, saying Wong was pushed into a private car as he was heading to a subway station around 7.30 am and has been taken to police headquarters. It later said Chow had also been arrested, at her home.

Wong was released from prison in June after serving a two-month sentence related to that protest. He has been speaking out regularly in support of the pro-democracy protests that have racked Hong Kong this summer.

The protests were set off by extradition legislation that would have allowed suspects to be sent to mainland China to face trial and expanded to the general concern that China is chipping away at the rights of Hong Kong residents.

The extradition bill was suspended but the protesters want it withdrawn and are also demanding democracy and an independent inquiry into police actions against protesters.

Police said that Chan was arrested under suspicion of rioting and attacking police.