A Macau pro-democracy leader said Tuesday he is being "watched" by authorities before a visit by Chinese President Xi Jinping, amid reports that Hong Kong students had been blocked from entering the territory.

Xi arrives in the Asian gambling hub Friday for the 15th anniversary of its handover from Portugal to China, and a pro-democracy march will take place Saturday afternoon.

His two-day visit comes as support grows for a burgeoning movement demanding free leadership elections in Macau.

The movement has been spurred on by pro-democracy protests in Hong Kong which paralysed parts of the city for more than two months until the last rally camp was cleared Monday.

Both Chinese territories are semi-autonomous, with independent legal systems and rights not seen on the mainland -- but their leaders are chosen by a pro-Beijing electoral committee.

The protests in Hong Kong erupted after China declared that candidates for the first public elections for the city's chief executive in 2017 would be vetted by a loyalist committee.

Ahead of Xi's visit, one of the Macau movement's leaders said he was being closely watched by unidentified men.

"They follow me from quite a distance, but of course I notice their presence," said Jason Chao.

Chao, 28, said he has been routinely trailed by two men on a motorbike since the beginning of last week.

"One watches while the other drives," he said.

"I have a meeting with another guy, and after following me they follow the other person."

Chao, founder of Macau Conscience, said it would be "useless" to report the incidents to police and he had not confronted the men.

"I see it as a form of intimidation. I guess they want to send me a warning not to have a protest against Xi Jinping," he told AFP.

Chao's allegations come as two Hong Kong students were denied entry into Macau, according to local media.

One of them was wearing a yellow ribbon -- a symbol of the Hong Kong democracy movement -- on her bag, according to the Apple Daily newspaper.

The pair had their belongings searched and were denied entry for "posing a threat to stability of internal security" Monday morning after being told they were on a blacklist, the report said.

An Apple Daily journalist was also denied entry, it added.

Macau authorities were unable to comment immediately.

Some Hong Kong protesters have said they are considering going to Macau for Xi's visit.

Macau activists said they would hold a rally to fight for "true universal suffrage" on Saturday afternoon.

In May the city of 624,000 people saw its biggest protest with around 20,000 marching against a bill to allow government ministers generous retirement packages. Many youngsters took part in hopes of greater accountability from their government.

Chinese officials have recently praised Macau for its adherence to its Basic Law constitution, in what has been interpreted as a veiled warning against any civil disobedience.