Customs officials asked the women to sign two forms, one confirming they had undergone full gender reassignment surgery and another to confirm they would voluntarily go back to Thailand.
When they refused to sign the forms they were put on the next flight to Bangkok on Saturday evening.
It's not the first time Hong Kong's authorities have come under scrutiny for their treatment of transgender tourists.
Jonathan Man Ho-ching, a solicitor acting for one of the women, said there was a "possibility" of discrimination against the pair and a "lack of understanding ... of different sexes and genders."
The lawyer said the women were also asked by officials if they were "cut already" while they were being questioned.
An Immigration Department spokeswoman told the South China Morning Post that the women were "suspicious" and "failed to satisfy" that they were genuine travellers.
A spokeswoman for a Hong Kong based transgender rights group said the pair should not have been asked to leave and officials need to reassess how they treat transgender passengers.
In 2013, Hong Airport officials were accused by a 25-year-old transgender woman of behaving "like animals" during a search.
Colombian national Eliana Rubashkyn, who had arrived from Taiwan and now lives in Auckland, was detained for nine hours by customs officials.
Her appearance from the photo in her passport had changed significantly.
She was taken to a room and searched by two male customs officers.
"They were animals. I kept asking for a female but they said if I refused (the search) they would deport (me). When it was over, I was destroyed," she said.
A customs spokesman refuted the claims.
"The passenger had his clothes on during the whole search and customs officers did not touch any sensitive parts of his body."
Being transgender is allowed in Hong Kong but a number of restrictions apply on what legal gender can be used on official documentation.
