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Over more than 10 hours, Lai managed to pull himself up more than 250 meters (about 820 feet), in an effort to raise money for spinal cord patients.
"I was quite scared," Lai said. "Climbing up a mountain, I can hold onto rocks or little holes, but with glass, all I can really rely on is the rope that I'm hanging off."
The event raised $670,639 (5.2 million Hong Kong dollars) in donations.
The 37-year-old climber was left paralyzed from the waist down after a car accident 10 years ago. Before then, he had been crowned Asia champion four times for rock climbing, and at one point had ranked eighth globally.
After his accident, he resumed climbing by attaching his wheelchair to a pulley system and using his upper body strength to haul himself up. Five years ago, he ascended the 495-meter (1,624 feet) high Lion Rock mountain, a local folk culture symbol of Hong Kong's strength and grit.
"Apart from just living, I wondered what drives me? So I began to chase that, knowing that there was a possibility I could climb mountains, even in a wheelchair," Lai said. "In a way, I forgot that I was a disabled person, I could still dream and I could still do what I liked doing."
On Saturday, Lai could not make it to the top of the 300 meter (984 feet) tall Nina Tower due to safety concerns. But, he said, he hoped his climb could send a message.
"Some people don't understand the difficulties of disabled people, some people think that we are always weak, we need help, we need assistance, we need people's pity," he said.
"But, I want to tell everyone, it doesn't have to be like that. If a disabled person can shine, they can at the same time bring about opportunity, hope, bring about light, they don't have to be viewed as weak."