Miss Klass, a model for Marks & Spencer and a former singer with the pop group Hear'Say, was in her kitchen in the early hours of Friday when she saw two teenagers behaving suspiciously in her garden.
The youths approached the kitchen window, before attempting to break into her garden shed, prompting Miss Klass to wave a kitchen knife to scare them away.
Miss Klass, 31, who was alone in her house in Potters Bar, Herts, with her two-year-old daughter, Ava, called the police. When they arrived at her house they informed her that she should not have used a knife to scare off the youths because carrying an "offensive weapon" – even in her own home – was illegal.
Jonathan Shalit, Miss Klass's agent, said that had been "shaken and utterly terrified" by the incident and was stepping up security at the house she shares with her fiancé, Graham Quinn, who was away on business at the time.
He said: "Myleene was aghast when she was told that the law did not allow her to defend herself in her own home. All she did was scream loudly and wave the knife to try and frighten them off.
"She is not looking to be a vigilante, and has the utmost respect for the law, but when the police explained to her that even if you're at home alone and you have an intruder, you are not allowed to protect yourself, she was bemused.
"Her questions going forward are: what are my rights, and what are you actually allowed to do to defend yourself in your own house?"
The Sunday Telegraph's Right to Defend Yourself campaign is seeking a change in the law to provide greater rights and immunity from prosecution for householders in dealing with intruders.
Chris Grayling, the shadow home secretary, said: "This incident just shows why things are still very confused on this issue and why we need a change in the law."
A spokesman for Hertfordshire Police said: "We got a call at 12.45am on Saturday to reports of the owner of the property hearing noises outside their address.
"Officers were in attendance and checked the property.
"There was no one around although they could see footprints in the snow. No property had been taken and there were no intruders. It was treated as a trespass incident.
"Words of advice were given in relation to ensuring suspicious behaviour is reported immediately."
