Hong Kong police fired water cannon towards protesters for the first time on Sunday in a significant escalation of clashes that have rocked the city for the past three months.

The financial hub has been gripped by street demonstrations that were initially against a proposed extradition bill to China, but have spun out into a wider pro-democracy movement targeting the pro-Beijing government.

As thousands of people who had gathered at a sports stadium marched in the pouring rain to the district of Tsuen Wan, a group of hardcore protesters erected makeshift roadblocks and dug up bricks from the pavements.

After firing tear gas to disperse the crowds, police drove water cannon vehicles into the streets, having earlier warned protesters they would deploy the jets if they did not leave.

Police had previously said the vehicles, complete with real-time surveillance cameras and multiple spray nozzles, would only be used in the event of a "large-scale public disturbance".

Throughout the protests, Beijing has used a mix of intimidation, propaganda and economic muscle to constrict the protests in a strategy dubbed "white terror" by the movement.

The MTR -- the city's metro -- is the latest Hong Kong business to face public censure, after appearing to bend to Chinese state-media attacks accusing the transport system of being an "exclusive" service to ferry protesters to rallies.

On Sunday the MTR shut stations near the main demonstration area in Tsuen Wan, in the second day of station closures in a row.