Simon, the orchestra's principal clarinetist, said he would be taken to a government quarantine camp for two weeks.
All members of the orchestra must undergo quarantines to contain any risk for other performers and audience members, the South China Morning Post reported, citing an unidentified government official.
The Hong Kong Philharmonic Orchestra had begun its new season of performances last Friday with a sold-out socially distanced concert due to coronavirus restrictions.
In a statement Tuesday, the orchestra said it would cancel four upcoming performances and issue refunds to those who had bought tickets.
It also said that some orchestra members and backstage staff would be sent to quarantine centers and undergo testing, and its offices will be closed and disinfected over the next few days.
Hong Kong reported eight new coronavirus cases on Tuesday. It has confirmed 5,202 infections, including 105 deaths.