All auxiliary members(except under basic training)are welcomed to apply for membership and to join the Police Sports and Recreation Club at No. 430 Boundary Street. In addition, those of the rank of Inspector (Auxiliary) and above can apply membership of Police Officers' Club at Causeway Bay. Members are entitled to use facilities of the Club, including swimming pool, various sports facilities, video games room, restaurant and bar. Membership is also extended to the family members of a member.

Auxiliary members are also welcomed to join some 30 police sports and arts clubs organized by the Hong Kong Police Force, such as Sub-Aqua Club, Sailing Club, Adventure Club, Shooting Club, Painting and Calligraphy Club, Philatelic Club, Police Force Choir etc.