The Home Secretary has demanded a "full report" of what happened after footage posted online showed police pushing and detaining people.
London police were criticised on Saturday for their handling of a vigil to remember Sarah Everard, whose death has led to an officer being charged.
The Metropolitan Police have defended their action, citing the pandemic and the ban on gatherings.
Hundreds of people turned up Saturday in the Clapham area of London, near where Everard was last seen, despite a court ruling prohibiting the gathering due to COVID-19 restrictions.
Those attending the vigil said they wanted to draw attention to the fear and danger many women see as a daily part of British life.
Many laid flowers at a make-shift memorial. Among them was Kate, the Duchess of Cambridge, who was seen pausing for a moment in front of the sea of flowers.
But footage from the event posted on social media by attendee Deborah Hermanns showed police pushing and detaining people as they attempted to break up the crowds.
Four people were arrested for public order offences and breaches of the Health Protection Regulations, police said.
Home Secretary Priti Patel has demanded "a full report on what happened" from the Metropolitan Police, describing the images as "upsetting."
London Mayor Sadiq Khan, from the main opposition Labour party, said the footage shows that "the [Metropolitan Police's] response was at times neither appropriate nor proportionate".
"I'm in contact with the Commissioner and urgently seeking an explanation," he added".
Meanwhile, the leader of the Liberal Democrats party called on Commissioner Credissa Dick to "consider your leadership of the service and whether you can continue to have the confidence of the millions of women in London that you have a duty to safeguard and protect."
The disappearance of the 33-year-old woman as she was walking home late on March 3 sent shockwaves across the UK and sparked a conversation about violence against women.
A police officer was charged with her kidnapping and murder.
Metropolitan Police constable Wayne Couzens appeared in court for the first time since he was arrested on suspicion of abducting and killing the marketing executive.
Everard's body was found hidden in an area of woodland in Kent. Police said a post-mortem examination was taking place.
In the wake of the killing, many women took to social media to recount their own experiences of being threatened while walking outside.
Organisers of the “Reclaim the Streets” vigils in Everard’s memory had criticised the Metropolitan Police for banning the events and challenged the decision at the High Court, which sided with the police.
In a statement released following the vigil, the Metropolitan Police said officers on the ground "were faced with a very difficult decision" as "hundreds of people were packed tightly together, posing a real risk of easily transmitting COVID-19."
"Police must act for people's safety, this is the only responsible thing to do. The pandemic is not over and gatherings of people right across London and beyond, are still not safe," they added.
Organisers of the “Reclaim the Streets” vigils said they would raise funds for women's causes.
A recent European study found that 83% of young women change their itineraries or limit who they see to avoid harassment or violence.