Then this is one of the larva of the remarkable Psychidae family - also aptly known as bagworm moths, or simply bagworms, or bagmoths.
Here is one I found on a walk near Bride's Pool, in the New Territories.
The names refer to the habits of the larva/caterpillar, which build small protective cases in which they can hide. The cases are made out of silk and environmental materials such as sand, soil, lichen, or plant materials. These cases are attached to rocks, trees or fences while resting or during their pupa stage, but are otherwise mobile.
They can use a range of different materials, and this one has chose little sticks to camouflage his home and body. Then, he simply extends his head from the mobile mobile home to devour leaves. An infestation can strip a tree bare. Some bagworms only eat one host plant (this is called monophagous), while others can feed on a variety of plant species (polyphagous).
Bagworm cases can get really big, up to 15 cm among some tropical species. Each species makes a case particular to its species, which means it is easier to identify the species from its case, than the creature itself. The adult males of most species are strong fliers with well-developed wings and feathery antennae (typical of moths). Their wings have few of the scales characteristic of most moths, instead having a thin covering of hairs. However, like some other moths they have underdeveloped mouthparts, so cannot feed, and only live long enough to reproduce.
Interestingly, it has been recorded that the hard shelled eggs of the bagworm can pass through a bird's digestive system unharmed, promoting the spread of the species over wide areas.