Mthethwa was part of President Jacob Zuma's state visit to France and was briefed on the matter by Cele on Thursday afternoon, Zweli Mnisi said in an emailed response to questions.
"He [Mthethwa] has accordingly requested General Cele to investigate the matter and will be kept updated on any developments," wrote Mnisi.
Mthethwa "fully respects the independence and mandate of the public protector’s office as a constitutionally-recognised institution".
"Therefore any dubious efforts that are aimed at undermining this institution’s authority; whether through raids or intimidation by whomsoever, shall not be tolerated by this ministry."
Earlier, police spokesperson Major General Nonkululeko Mbatha said "processes" were underway regarding the visit by the police officials, but she would not elaborate.
Cele has already apologised to Public Protector Thuli Madonsela, and Madonsela has made her own formal request to Cele for an explanation.
"The public protector has written to General Bheki Cele just seeking clarity on the purpose of the visit," said Madonsela's spokesperson Kgalalelo Masibi.
"The public protector is worried because she felt she could have been informed in advance. She also could not decipher why she features in [an] internal investigation in the [police]."
Masibi said Cele also called Madonsela on Thursday to apologise for the incident, which her office described as a visit, not a raid as there was "no search and staff did not feel intimidated".
"He phoned the public protector and said that he did not sanction the visit and that the matter is going to be investigated and that he apologises for the incident."
Masibi said two policemen, a Colonel Maluleka and a Captain Nkuta, arrived at the offices [on Wednesday], on the instructions of a Colonel Heine.
Without official papers backing up their request, they sought a document referred to in a Sunday Times report last week and wanted to know if it had formed part of the protector's findings regarding a police lease probe.
Her report was on an investigation into a R500m lease agreement for new police headquarters in Pretoria.
The Sunday Times had alleged that Cele had signed a lease agreement for the building with businessman Roux Shabangu without it being put out to tender.
Last month, Madonsela concluded that Cele was implicated in unlawful conduct and maladministration as the accounting officer for the police, even though he was not directly involved in the final lease agreement.
She recommended that Cabinet get an explanation from Public Works Minister Gwen Mahlangu-Nkabinde on why she decided to continue with the lease despite getting legal opinion advising against it.
The Sunday Times reported on Sunday that there was a document which showed that Cele allegedly personally authorised the release of funds for the lease agreement before an approach was made to the public works department for new office space.
Cele responded to the public protector's findings by questioning her authority to pronounce him guilty of improper conduct.
He said the Special Investigating Unit had no right to have been part of her investigation. He suggested that a subordinate, Hamilton Hlela, may have been responsible, and that he had not known about the final agreement.
During the police visit on Wednesday, Madonsela decided to give the police a list of the documents which formed part of the investigation, but not the documents themselves, said Masibi.
Mbatha and McIntosh Polela, who usually does media comment for the Hawks, but said he was speaking for the police, issued a joint statement on Thursday.
In it, they said: "The SAPS management strongly condemns an act of alleged invasion of the office of the public protector by members from counter intelligence.
"The members acted outside their mandate, hence appropriate action is being instituted accordingly."
'Cele should step down'
Opposition parties have criticised the incident, with some saying Cele should step down.
African Christian Democratic Party leader Kenneth Meshoe visited the Independent Complaints Directorate on Friday to make a formal request that they investigate the incident.
"We hope the ICD will give this matter the urgency it deserves,” Meshoe said.
In a statement pledging support to Madonsela, the Law Society of South Africa (LSSA) said it was concerned by the lack of clarity around the so-called "raid", saying it gave the impression that criminal activity was involved and the protector could not independently investigate complaints without fear of intimidation or reprisal.
The SA Police Union (Sapu) said: "It will be a historic coincidence if this raid does not have anything to do with the recent damning report by the public protector," and also wanted answers, saying Madonsela had done a "sterling job".
"Sapu would like call upon those two police officials to come out clean and tell the public the truth as to what happened. We are here to protect them."
Idasa said if the documents were needed, a formal written request should have been made.
"If South Africans are to be reassured that the police know that they may perform their duties only as authorised by the Constitution, the police commissioner must take immediate action to hold to account those who carried out this raid," the organisation said.
Meanwhile, arrangements were being made for Madonsela, Justice Minister Jeff Radebe and Cabinet secretary Cassius Lubisi to meet to discuss the report before government announces its position on the matter.