However, Cheng did apologize for the Hong Kong government's handling of the extradition bill which is at the root of the unrest.
The police vowed a "stringent" response to the latest protest, when their headquarters was besieged for 15 hours.
Demonstrators only melted away in the early hours of Saturday and the surrounding roads re-opened to traffic amid uncertainty regarding the possibility of more massive protests over the weekend.
Following the end of the overnight siege, police officers removed the barricades they had placed at the entrances of their headquarters to allow the exit of personnel who had been holed up inside incommunicado during the blockade.
The police said in a statement that "they have shown the greatest tolerance to the protesters who assembled outside PHQ (police headquarters)" and slammed those rallying, saying their means of expressing views have become "illegal, irrational and unreasonable", Efe news reported.
"The acts of the protesters seriously affected the work of police, including the provision of emergency services to the public," added the statement, which warned that law enforcement would "stringently follow up on these illegal activities".
The protesters' ire is directed at Hong Kong's Chief Executive Carrie Lam, who first proposed and later shelved the contentious bill which would make it easier to extradite suspects to mainland China.
Protesters want the bill to be withdrawn altogether, and everyone detained over the demonstrations to be freed.
Many Hong Kong citizens believe the bill would erode the territory's judicial independence from Beijing and see it as a sign of the Chinese government's efforts to undermine the special freedoms enjoyed in the former British colony.
Justice Secretary Cheng ruled out an inquiry into the police's use of force, despite protests by human rights groups over the use of rubber bullets and tear gas, the BBC reported.
At least 72 people aged between 15 and 66 were injured in the clashes, including two men who were in a critical condition and 21 police officers.
Cheng's rejection of an investigation into claims of police brutality during the disturbances was likely to further invigorate the protest movement. She also vowed to press charges against those involved in the violence.
However, writing in her blog, she added: "We promise to adopt a most sincere and humble attitude to accept criticisms and make improvements in serving the public."
( With inputs from IANS )