Hong Kong police have arrested a foreign man suspected of killing two women, including one whose body was found inside a suitcase on the balcony of the man's apartment.

Police say the 29-year-old-man asked them to investigate the case early Saturday at the apartment in Hong Kong's Wan Chai nightlife and red light district.

Hong Kong news reports said the man was a British national. When asked about the case, Britain's Foreign Office confirmed that a British citizen had been arrested.

According to a police statement, officers found an unconscious woman, aged 25-30, at the apartment with cuts to her neck and buttock. She was pronounced dead at the scene.

While investigating, police also found a suitcase containing the body of a dead woman who had sustained neck injuries.