Lee expressed gratitude to Xia for his continued concern and support for Hong Kong.
The chief executive also welcomed the senior Beijing official to Hong Kong and a forum to be held on Saturday.
Their meeting was held at Government House.
Xia also met with the heads of the executive authorities, the legislature and the judiciary, as well as senior Hong Kong government officials.
In addition to attending the forum held by the SAR government marking five years since the enactment of the National Security Law, Xia will also inspect the latest social and economic developments of Hong Kong during the visit.