ST. ANDREWS, Scotland—The head of Britain’s foreign intelligence agency said the U.K. had a tough decision to make on whether to allow Chinese telecommunications giant Huawei Technologies Co. to supply a 5G mobile network in the country.

The remarks from the chief of MI6 come as the U.S. has pressured its European allies not to use Huawei’s 5G technology due to what they see as cybersecurity risks.

After...