The TV presenter and Marks & Spencer model was said to be "aghast" and "bemused" after being warned by officers over her actions.
Klass, 31, was in the kitchen with her daughter upstairs when she spotted the teenagers peering into her window just after midnight on Friday. She grabbed a knife and banged the windows before they ran away.
But Klass – who rose to fame in reality show pop band Hear'Say – said she was told by Hertfordshire Police officers she should not have used a knife to scare off the youths because carrying an offensive weapon – even in her own home – was illegal.
Her spokesman, Jonathan Shalit, said the star was "utterly terrified" and was stepping up security at the property, near Potters Bar, Hertfordshire.
Her experience comes amid calls for greater rights for people to defend themselves against intruders on their property.
Last month Munir Hussain was jailed for beating a man who tied up his family in their home. He and his brother used a cricket bat to beat one of the intruders.
The case prompted the Conservatives to pledge they would make it harder for people who tackle burglars to be prosecuted.
Victims campaigner Norman Brennan called for a greater police presence on the streets to act as a deterrent and said Klass's actions were understandable.
"I can understand the police would have been concerned if she had chased them up the street with a knife in her hand," he said. "It wasn't the best thing she did, but it was an instinctive action of a mother with a child at home.
"In hindsight she should have locked the doors and windows and called the police. However, people don't act reasonably when they are frightened. They act out of instinct."