Four people were arrested and Priti Patel has asked for a "full report" on what happened last night.
Male officers could be seen grabbing hold of several women before leading them away in handcuffs, to shouts and screams from onlookers.
A virtual gathering is being planned instead.
Organisers lose case after being told the event would be "unlawful" during the coronavirus lockdown.
Reclaim These Streets has raised more than £37,000 to take action against the Met Police for allegedly reversing their support for the vigil.
A man arrested on suspicion of the kidnap and murder of the 33-year-old has been further detained in custody.
The pair were found stabbed to death in Wembley, north-west London, in June.
Debate to mark International Women's Day takes place in "shadow of the menace of male violence against women", says Harriet Harman.
The 33-year-old's suspected murder has sparked a huge conversation around women's safety.
The Met has a record of spying on anti-racist activists and killing Black people. They are the last people who should set the agenda, writes HuffPost UK’s Ramzy Alwakeel.
About Metropolitan Police
The Metropolitan Police Service was founded by Sir Robert Peel in 1829. Today its head is commissioner Cressida Dick. The Met police has recently been subject to controversy over allegations some journalists gave money to police for information during the phone hacking scandal. A force is also known as "the Met", "Met Pol", "MP" and "the MPS" and has more than 31,000 officers together with about 13,000 police staff and 3,700 Police Community Support Officers (PCSOs). The MPS is also being supported by 2,500 volunteer police cadets and more than 5,000 volunteer police officers from the Metropolitan Special Constabulary (MSC) and its Employer Supported Policing (ESP) programme. The Metropolitan Police Services covers an area of 620 square miles and a population of 7.2 million.