The television presenter, who lives in Hertfordshire, was alone in her kitchen when she spotted the intruders trying to break into her garden shed and looking through her windows, The Sun says.
She allegedly waved a kitchen knife and shouted "I'm going to call the police", causing the teenagers to run away.
However, Klass was later advised that waving the knife could have been an offence, even though she was inside her property and the trespassers were outside.
"It wasn't just high jinx, she was genuinely frightened," a source said. "She was alone with her baby and scared out of her wits.
"She never even stepped out of her door - and anyway, she was a frightened mum trying to defend her baby and her property. It's absolutely insane. The officers were very kind and one of them actually said, 'Off the record, I'd probably have done the same as you'. But their official advice was that she shouldn't have had a knife in her hand when she was scaring them off.
"She just happened to be in the kitchen when she saw them - if she'd been in another room she would probably have grabbed something else. It defies belief that this is the police stance on protecting your property."
A spokesperson for Hertfordshire Police said: "Words of advice were given to the owner of the property."
Klass was previously the subject of 'peeping toms' in July, when she lived in North London.