The officers were off duty when they were caught by their colleagues, who raided a number of party rooms and bars in Hing Yip Street at around 3.45am.
People aged between 21 and 26 were arrested on suspicion of drinking alcohol in an establishment without a liquor licence. They also issued fixed penalties for breaches of the gatherings ban.
Police seized beers and spirits worth HK$50,000.
The force said officer conduct was very important and it would take the matter seriously.