Calum MacLeod and Richie Berrington both scored 60, with the latter not out, as the Scots reached 189-3.
Hong Kong rallied from 50-4 to reach 165-6, with Ehsan Khan top-scoring on 42 not out.
Scotland will meet the Netherlands and Oman in Group B next week with the top two from two four-team sections progressing to the semi-finals.
In Saturday's other game, Ireland were beaten by Afghanistan by five wickets.
Scotland began the inaugural Desert T20 Challenge with a 24-run victory over Hong Kong in Abu Dhabi.