The presenter was at her Hertfordhsire home with her daughter when she spotted youngsters trying to break into her shed. Reports claim that Klass banged on her window and waved a knife at the intruders, shouting to them that the police were on the way.
According to The Sunday Telegraph, Klass was left "bemused" when police officers told her that carrying an "offensive weapon", even in her home, was illegal.
Spokesman for the Marks and Spencer model, Jonathan Shalit, said: "Myleene was aghast when she was told that the law did not allow her to defend herself at home. All she did was scream loudly and wave the knife to try and frighten them off."
A police spokeswoman said no reference was made to the knife in the incident report, adding: "Words of advice were given in relation to ensuring suspicious behaviour is reported immediately."