The Old Mong Kok Police Station was located on Nathan Road near Mong Kok Road. It was torn down in the mid-1970s for the construction of the MTR.
Source: This image came from Flickr, see https://flickr.com/photo.gne?id=6927279467
Date picture taken
1955
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Mong Kok Police station
This building actually served three or more purposes. Kowloon Headquarters, Mong Kok police station and Traffic Kowloon offices. The small buildlingon the left front was garage space for police vehiocles and a small electrrical workshop
re: Mong Kok Police station
There are some more notes about the building's history at:
https://gwulo.com/node/14850