Two Hong Kong pro-democracy lawmakers Friday urged US President Barack Obama not to prosecute Edward Snowden for exposing secret surveillance programmes, as supporters prepared for the city's first major rally calling for his protection.

The United States has launched a criminal investigation after Snowden, a former CIA technical assistant, blew the lid on the National Security Agency's vast electronic surveillance operation.

The 29-year-old, who is in hiding in the southern Chinese city, has vowed to fight any bid to extradite him.

He told the South China Morning Post newspaper there have been more than 61,000 NSA hacking operations globally, targeting powerful "network backbones" that can yield access to hundreds of thousands of individual computers.

He said these included hundreds of targets in mainland China and Hong Kong and that the US was "trying to bully" the city into expelling him before he could reveal details of alleged snooping inside the trading and financial hub.

The Post reported Friday that Snowden has classified US documents showing specific machines being targeted by the NSA, including those used by government officials and citizens.

Pro-democracy lawmakers Gary Fan and Claudia Mo urged the Obama administration not to penalise Snowden for what they said was serving the public good.

In a joint letter to the US president, they said Snowden may have "done liberal democracy a service by stimulating serious discussion in many countries of the extent to which surveillance is acceptable".

"Obama should consider letting him go," Mo said in a press conference, while urging Beijing not to interfere if an extradition case goes to the Hong Kong courts.

"This is shocking because while the US has accused China of hacking, they have also been doing the same thing, particularly when Hong Kong ordinary citizens are involved," Fan told reporters.

Rally organisers said up to a thousand supporters, including lawmakers, are expected to march to the US consulate and government headquarters Saturday, to urge the city's administration to protect him.

The Hong Kong government has said there have been no reported hacking incidents involving data leakage from its computers.

So far the United States has not filed a formal extradition request to Hong Kong, a former British colony that retained its separate legal system when it returned to Chinese rule in 1997.

Beijing ultimately retains control over defence and foreign affairs and can veto extradition rulings made by Hong Kong courts.

The Hong Kong and Chinese governments have yet to make any comment about Snowden's case.