Speech sound disorder (SSD) refers to the developmental disorder in which children encounter persistent difficulties in correctly pronouncing words. Assessment of SSD has been relying largely on trained speech and language pathologists (SLPs). With the increasing demand for and long-lasting shortage of SLPs, automated assessment of speech disorder becomes a highly desirable approach to assisting clinical work. This paper describes a study on automatic detection of phonological errors in Cantonese speech of kindergarten children, based on a newly collected large speech corpus. The proposed approach to speech error detection involves the use of a Siamese recurrent autoencoder, which is trained to learn the similarity and discrepancy between phone segments in the embedding space. Training of the model requires only speech data from typically developing (TD) children. To distinguish disordered speech from typical one, cosine distance between the embeddings of the test segment and the reference segment is computed. Different model architectures and training strategies are experimented. Results on detecting the 6 most common consonant errors demonstrate satisfactory performance of the proposed model, with the average precision value from 0.82 to 0.93.