The club revealed plans Thursday for a Feb. 4 match there on its first international tour, part of its preseason before the 2024 Major League Soccer campaign.
Messi and Inter Miami will face a team composed of top players from the First Division league in Hong Kong.
"Hong Kong is a beautiful city with a great sports scene," Inter Miami co-owner David Beckham said in remarks distributed by the team.
"Throughout my career, I have spent a lot of time in Asia -- I am so pleased to have the opportunity to bring Inter Miami to play our first international tour match in this fantastic city."
The match will be hosted at the 40,000-capacity Hong Kong Stadium.
Inter Miami said additional "preseason matches and destinations will be announced in the coming weeks."