In one video, a Hong Kong player has his helmet knocked off after being on the receiving end of a sucker punch.
“The Sports Federation and Olympic Committee of Hong Kong, China strongly condemns the deliberate attack causing injuries to Hong Kong athletes by Turkmen athletes,” the governing body said in a statement.
It said that three Hong Kong players were hurt, but none seriously, and they will be able to continue playing in the competition. One had stitches on his hand.
“I am very shocked and heartbroken. I strongly condemn this act of violence,” said chef de mission Kenneth Fok.
He added: “Regardless of the result of a match, athletes should not be subjected to violence.”
Hong Kong leader John Lee, who is in the northeastern Chinese city for the Games, visited the injured players at the athletes' village.
The Harbin Games are the ninth edition of the regional competition and end February 14.
Officials from the Turkmenistan delegation and the IIHF have been contacted for comment.