Hong Kong chief executive Carrie Lam declined to respond to Prime Minister Dr Mahathir Mohamad's advise that she steps down in view of the ongoing protests in the special administrative region.

At a press conference in Hong Kong this afternoon, she was questioned on Mahathir's remarks and told that the latter said her conscience would tell her the people are right in rejecting the extradition law.

"I have not read the report on the statement made by the overseas leader but every one of us has the freedom of expression.

"I'm not going to comment on what was said," she replied.

During the Lawasia conference in Petaling Jaya this morning, Mahathir was asked what advice he would offer Lam in view of the months of protest over the proposed new law to allow extradition to China.

The question was posed by Hong Kong Bar Association head Philip Dykes.

"The fact is that she (Lam) is in a dilemma... She has to obey the masters (but) at the same time, she has to ask her conscience.

"Her conscience says the people of Hong Kong are right in rejecting the law. But she knows the consequences of rejecting the (extradition) law," replied Mahathir.

Mahathir also warned that China might intervene by employing "harsh actions" against the protests which is rocking Hong Kong's economy and cited the Tiananmen Massacre in 1989.

"I think in the end, that is what China will do but for the administrator (Lam), I think (the) best thing is to resign," he added.

According to the South China Morning Post (SCMP), an influential Hong Kong newspaper, Mahathir's message was two-pronged.

On one hand, the Malaysian prime minister appeared to be siding with the protesters by asking for Lam's resignation.

On the other, it said Mahathir seemed to warn protesters that concessions must be made in order not to face China's wrath.

Mahathir is the first world leader to suggest that Lam resigns.