Akmal Shaikh's family and the British government had appealed for clemency, arguing the former businessman suffered from bipolar disorder.
The Chinese Supreme Court rejected the appeal saying there was insufficient grounds
"I condemn the execution of Akmal Shaikh in the strongest terms, and am appalled and disappointed that our persistent requests for clemency have not been granted," Brown said in a statement issued by the British Foreign Office.
"I am particularly concerned that no mental health assessment was undertaken," Brown said.
China had yet to publicly confirm Shaikh had been executed in the western city of Urumqi at the time Brown made the statement.
Shaikh is the first European citizen to be executed in China since 1951.