Thousands of people in Hong Kong noisily protested on Sunday against the city's incoming leader and decried Beijing's alleged interference in the election that propelled him to office.

Holding banners and chanting slogans such as "One person, one vote" and "Leung step down", demonstrators marched through the busy city centre to the office of Beijing's representative in the semi-autonomous territory.

There were chaotic scenes outside the tightly guarded office as police used pepper spray on protesters who attempted to break through barricades.

Police also used a fire extinguisher on a protester who repeatedly tried to set a Hong Kong flag on fire.

It was the first major protest since Leung Chun-ying, 57, a self-made millionaire property consultant, was chosen as the next chief executive by a 1,200-strong election committee packed with pro-Beijing elites.

About 15,000 people took part in the 90-minute procession, organisers said. Police estimated the crowd at 5,300.

The former British colony, which reverted to Chinese rule in 1997, enjoys broad freedoms not seen on mainland China under the "One country, two systems" model, but does not yet get to choose its own leader by popular vote.

"Beijing blatantly interfered in our election," said retiree Lam Sum-shing, 69, who was wearing a green army uniform and a mask with Leung's photo.

"I'm wearing this to show he will be a 'yes' man for Beijing. He was not chosen by the seven million Hong Kong people, he's chosen merely by 689 pro-Beijing elitists," Lam told AFP.

Demonstrators held up a huge black banner with the Chinese character "mourning" to highlight what they called "the death of democracy", and posters saying "The Wolf is here". They also trampled on a wolf-shaped banner.

"The Wolf" is Leung's nickname, coined for his perceived ruthlessness and cunning. The ex-government adviser beat Henry Tang, the Hong Kong government's former number two, in the election.

Tang was seen as Beijing's favoured candidate until a series of gaffes and scandals wrecked his campaign. The government in China then reportedly told election committee members they should support Leung instead.

Opinion polls ahead of the election suggested that many in Hong Kong backed neither Leung nor Tang, but wanted universal suffrage to choose a new leader to replace outgoing chief executive Donald Tsang in July.

Leung said in a statement that he respected the right of the public to express their views.

"As with all of you, I dearly cherish freedom, human rights, democracy and the rule of law, which are the core values of Hong Kong," he said.

"I will adhere strictly to the principles of 'One country, two systems', 'Hong Kong people ruling Hong Kong', and a high degree of autonomy in accordance with the Basic Law," he added, referring to the mini-constitution.

Leung will be Hong Kong's third post-handover leader. Beijing has said that, at the earliest, the city's chief executive could be directly elected in 2017 and the legislature by 2020.