Wong was pushed into a private car as he was heading to a subway station around 7:30 a.m. and has been taken to police headquarters, the Demosisto group said on its social media accounts. It later said another member, Agnes Chow, had also been arrested, at her home.
Police did not immediately confirm either arrest.
Wong is secretary-general of Demosisto and was one of the student leaders of the Umbrella Movement, the major pro-democracy demonstrations in 2014.
He was released from prison in June after serving a two-month sentence related to that protest. He has been speaking out regularly in support of the pro-democracy protests that have racked Hong Kong this summer.
The protests were set off by extradition legislation that would have allowed suspects to be sent to mainland China to face trial and expanded to the general concern that China is chipping away at the rights of Hong Kong residents.
The extradition bill was suspended but the protesters want it withdrawn and are also demanding democracy and an independent inquiry into police actions against protesters.