Dear Sir, Can I ask for an Hong Kong CNCC at a chinese embassy in an european country?

Pedro, I think you referred to the Certificate of No Criminal Conviction, right? According to my knowledge, this certificate is issued by HK Police Force. Therefore, you can not get it from Chinese embassy. Since you are out of HK, you should apply by post. But I think you should make a call to learn about how to apply for it.

Emal: eo-cncc-ibpolice.gov.hk
Tel: (852) 2860 6558