Simon Cheng, a Hong Kong national who works as a trade and investment officer for the British consulate, was last heard from by his girlfriend on August 8 while going through border control at the West Kowloon high-speed railway terminus in Hong Kong, according to the South China Morning Post.
His family filed a missing-person report with Hong Kong police the next day.
On Wednesday, China's Foreign Ministry confirmed that Cheng had been placed under administration detention for 15 days in Shenzhen.
"Simon has returned to Hong Kong; thank you everyone for your support," said the post on the Facebook page set up following his disappearance, the BBC reported.
"Simon and his family wish to have some time to rest and recover... We will explain more later."
Following Cheng's disappearance, Canada also announced that it had banned staff from travelling outside the city, including to mainland China.
Global Affairs said in a statement to the BBC that local staff "will not undertake official business travel outside of Hong Kong".
However Canadian diplomats attached to the consulate will still be able to travel.
The Canadian government also updated its travel advice for China, warning of border checks on phones.
Travellers have described heightened security measures at the border between Hong Kong and China, as Beijing looks to curb anti-government protests in Hong Kong which were sparked by the now-shelved extradition bill that would have allowed the city to send criminal suspects to Beijing for trial.
( With inputs from IANS )