Concept:
A prime number has only two factors: $1$ and itself.
HCF (Highest Common Factor) is the greatest common factor of two numbers.
Case 1: $m$ and $n$ are different prime numbers
Factors of $m$: $1, m$
Factors of $n$: $1, n$
Common factor = $1$
So,
\[
\text{HCF}(m, n) = 1
\]
Case 2: If $m = n$ (same prime)
Then,
\[
\text{HCF}(m, n) = m
\]
Conclusion:
Generally, for two distinct prime numbers:
\[
\boxed{1}
\]