Map from Google - Hong_Kong

The climate of Hong Kong is subtropical, with very mild winters and hot summers, which are rainy and muggy as well.
Here are the average temperatures.
Average temperatures - Hong Kong
Hong KongJanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)151517212426272726242016
Max (°C)191921252830313130282420

Rainfall is abundant, being around 2,400 millimetres per year, and is even more abundant in the hills around the city, so much so that more than 3,000 mm per year fall in Tai Mo Shan, the highest peak of Hong Kong with its 957 metres. The rainiest period is from May to September, when in the city more than 300 mm per month fall, while the least rainy period is from November to January, when the rainfall drops below 50 mm per month.
Here is the average precipitation.
Average precipitation - Hong Kong
Hong KongJanFebMarAprMayJunJulAugSepOctNovDecYear
Prec. (mm)25558017530545537543033010040252400

Winter, from December to February is very mild, with minima around 15 °C and maxima around 20 °C, but the sky is often cloudy, with possible fog, drizzles and windy days. Some days can be pleasantly warm, while in others the temperature can drop around 10/15 °C during the day, and the wind can increase the feeling of cold. Occasionally, when cool air masses move over the city, it can get even cold, with lows around 5 °C and highs around 10 °C.

Spring, from March to May is very mild or pleasantly warm, but the sky is almost always cloudy. In March, a cold wind can still blow, with highs around 13/15 °C, especially in the first half of the month. In mid-March, with the increase in temperature, the first thunderstorms occur. Already in May, the heat becomes sultry, with highs around 28 °C, even though it's still less intense than in the summer months, besides the rains become significant. In addition, the tropical cyclone season begins.

The long summer, from June to September is hot, humid and rainy, with heavy showers or thunderstorms, but there is also room for the sun, on average for a few hours a day. Highs are around 30/32 °C, and the heat is intense, due to the urban heat island, together with the humidity coming from the sea. Luckily, there is widespread use of air conditioning. Usually, the air remains muggy still at night: the minima rarely fall below 25 °C, but they can also remain around 28/29 °C. In the hills around the city and in the districts overlooking the sea, at least the breezes blow. In July, there is often a pause, a period of good weather lasting a week or two, in which the temperature can reach 35 °C. The probability of cyclones, which bring heavy rains and strong winds for a few days, with the risk of flooding and landslides, is highest from July to September.

In the short autumn, in October and November, the rains become rare and generally not abundant, and the sun is a bit more frequent than in other seasons. October in the first part can still be sultry, but gradually becomes more pleasant; in this month, however, and sometimes even in the first half of November, tropical cyclones can still arrive. In November, the temperature is generally pleasant, with highs around 24/25 °C, but cool and windy days gradually become more likely, and sometimes, in the second part of the month, it can get a little cold.

The amount of sunshine in Hong Kong is never great, and it's scarce from February to April, when the sky is often overcast, while in the rainy season it's paradoxically higher, given that the rains occur in the form of downpour or thunderstorm, leaving room for the sun, except when cyclones hit the area. In autumn, the sunshine amount remains acceptable or improves slightly, however, cloudy days are possible in this season as well.

Hong Kong
For swimming, the sea is warm enough from April to November, and becomes definitely warm from May to October. In winter, the South China Sea is cool but not cold: it drops to 20 °C in January and February.
Sea temperature - Hong Kong
Hong KongJanFebMarAprMayJunJulAugSepOctNovDec
Sea (°C)202022232628292928272422

When to go

There is no real best time to visit Hong Kong. Winter is mild, but it is often cloudy, in can be windy, and sometimes, though rarely, can be a little cold. Spring is pleasantly warm, but still cloudy, and when the sun becomes a little more frequent, even the rains begin, then starting from May the air becomes muggy and there is some risk of tropical cyclones. In theory, autumn is the best season, but in October it's still possible to see cyclones, while in November there can be the first cool and windy days, and sometimes at the end of the month, it can already be a little cold. All in all, the best times are from mid-March to mid-April, and from mid-October to late November.

What to pack

In winter: spring/autumn clothes, sweatshirt or sweater, jacket, raincoat or umbrella, hat for colder days.
In summer: tropics-friendly, lightweight clothing, a light sweatshirt for air-conditioned places, light raincoat or umbrella.