'Although I have experienced quite a few big occasions, I felt very nervous this time,' he said after his 200m run.
'When you realise you are holding the Olympic flame and passing the torch for the Beijing Games, you just cannot control your nerves,' he added.
He said it was one of the most precious moments of his life.
'Lucky for me that I have bought a ticket for the Olympics' opening ceremony and a few semi-final tickets,' he said.
Lau hopes to watch Chinese Olympic champion Liu Xiang's 110m hurdles run in the bird's nest-shaped National Stadium in Beijing.
'I am still waiting for a 110m hurdles ticket, and I really hope I can get one,' he said.
Alex Fong Lik Sun, a professional swimmer-turned-popular singer and actor, was also a torch-bearer in yesterday's relay.
'I like the design of the torch very much. I think I will take it back home and put it in the most prominent place,' he said.
Fong, 28, represented Hong Kong, China, in Sydney in 2000, but failed to reach the finals. He also took part in the torch relay in Athens in 2004.
He said he was looking forward to the August Games and was hoping for the best for China's swimmers. 'I am hoping Wu Peng can be at his best and win the first men's swimming gold for China,' he said.
Ms Lee Lai Shan, Hong Kong's first Olympic champion, started the torch relay yesterday morning near the landmark Cultural Centre in Tsim Sha Tsui, Kowloon.
XINHUA