Hong Kong Legislation {L_WROTE}:
<a href="http://www.hklii.org/hk/legis/ord/170/s4.html">WILD ANIMALS PROTECTION ORDINANCE - SECT 4</a>
Hunting, etc. of protected wild animals prohibited
No person shall, except in accordance with a special permit, hunt or wilfully
disturb any protected wild animal. (Amended 77 of 1996 s. 3)
<a href="http://www.hklii.hk/hk/legis/en/ord/170/s7.html">WILD ANIMALS PROTECTION ORDINANCE - SECT 7</a>
(1) No person shall, except in accordance with a special permit, hunt any
wild animal by means of-
(c) any arms
In this Ordinance, unless the context otherwise requires-
"animal" means any form of animal life other than fish and marine
invertebrates;
"protected wild animal" means any wild animal
specified in Schedule 2; (Amended 77 of 1996 s. 2)
"wild animal" means any animal, other than those classed at
common law as domestic (including those so classed which have gone astray or have been abandoned). (Replaced 77 of 1996 s. 2) (Amended 58 of 1980 s. 2)
"arms" includes-
(b) any air gun, air rifle or air pistol from which any shot, bullet or
other missile can be discharged;
So yes, it is illegal to kill any wild animal except for fish, and more illegal to hunt using any kind of gun.
Hong Kong Legislation {L_WROTE}:
<a href+"http://www.hklii.hk/hk/legis/en/ord/228/s14.html">SUMMARY OFFENCES ORDINANCE - SECT 14</a>
Firing near dwelling house or road
Any person who without lawful authority or excuse discharges any cannon or
firearm within 200 metres of any dwelling house or any motor road to the
annoyance of any inhabitant or passer-by, and who, after being warned of such
annoyance, again so discharges any such weapon shall be liable to a fine of
$500. (Amended 22 of 1950 Schedule; L.N. 294 of 1985)
The police might shrug off killing wildlife, but they might be interested in discharging a gun in public.