Howard Lam from Hong Kong said his unidentified Mandarin-speaking captors told him they knew he was a believer and so they wished to give him a cross.
Christian Solidarity Worldwide (CSW), a group supporting Christians under pressure for their faith described the incident as a "grave violation".
Mr Lam, a member of the main pro-democracy party in Hong Kong, believes officials from mainland China were behind his brief abduction on Thursday.
The politician believes he was targeted over a signed picture of the footballer Lionel Messi he had planned to send to the widow of a dissident who died in custody. Lui Xiaobo had been suffering from cancer before his death last month.
Benedict Rogers from CSW said: "If the perpetrators were indeed agents of the Chinese Communist Party in mainland China, it is also an extremely worrying sign of the increasing boldness of mainland law enforcement operating in Hong Kong."
Mr Lam claims he was bundled into a car and forced to smell something that made him unconscious. The politician says after being tortured, punched and interrogated about the picture, he was drugged again and woke up on a beach.
His account of events fuels concerns that Beijing is increasing its influence over Chinese-ruled Hong Kong, a special administrative region.
Mr Rogers added: "There appears to have been no legal basis for this abduction. As such, it is a severe violation of the principles of One Country, Two Systems and Hong Kong's Basic Law.
"Furthermore, the symbolic use of Mr Lam's religion in his alleged torture poses an alarming threat to freedom of religion or belief.
"We urge the Hong Kong authorities to launch a full and impartial investigation into the incident, and to guarantee the rights of all citizens, including the right to freedom from torture and freedom of religion or belief."