Prime suspect Yip Kai-foon has been reassured in a letter sent from Guangzhou to Stanley Prison that his three wives on the mainland will be taken care of.
Security sources said the letter, received last week, was brief, did not carry the sender's address and was signed by several people.
The letter's authors said they were aware of Yip's arrest on May 13, and his transfer from Queen Mary Hospital, where he was treated for gunshot wounds.
Sources said it was difficult to be sure the letter was from Yip's family or friends.
It is understood Yip, who doctors have said appears to be paralysed from the waist down, has been visited by his older brother.
Yip, 35, was arrested during a shootout near Kennedy Town, where 1.8 kilograms of military explosives, a Russian 7.62 mm machine-gun and a Polish-made Black Star gun, were found.