Lai's visit to Eswatini in May was criticised by Beijing
China's foreign ministry has told its citizens to leave the southern African kingdom of Eswatini over "security risks".
The ministry cited "rampant cyber fraud and criminal activities associated with gambling" as among its security concerns, but did not give details.
It suggested its citizens relocate as soon as possible to "relatively safer" countries such as neighbouring South Africa.
Eswatini is one of 12 countries, and the only one in Africa, that has diplomatic relations with Taiwan, which China claims as part of its territory.
On Tuesday, the privately owned Times of Eswatini news site reported that 40 Chinese nationals have been in detention since last month, external after being arrested while trying to leave the country.
They were first arrested – along with dozens of other foreign nationals – in March during raids on alleged illegal online gambling centres in the main city, Mbabane, and surrounding areas, the news site reported.
The group's lawyers had written to the attorney general and home affairs ministry, stating that they had pleaded guilty to immigration-related offences and had paid fines imposed by the courts, the news site reported.
The 40 were then released on the orders of the High Court, and their re-arrest was unlawful, the lawyers were quoted as saying.
The Eswatini government has not yet commented.
In its advisory to its citizens, China says those who insist on travelling to or staying in the country will face "extremely high security risks, and the timeliness of assistance may be affected".
It is unclear how many Chinese citizens work or live in Eswatini.
China has for years pressured countries to end diplomatic relations with Taiwan.
In April, Taiwan accused Beijing of trying to derail its President Lai Ching-te's travel to Eswatini by pressuring nearby countries to revoke overflight permits.
The trip, originally planned for 22-26 April to mark the 40th anniversary of Eswatini's King Mswati III's accession, was cancelled following the development.
