Sir Chris was apparently checked at the door of the Sir Chris Hoy Velodrome, in the east end of Glasgow, as he made his way to watch cycling on the opening day of the Commonwealth Games.
The Edinburgh-born cyclist, Britain's most successful Olympian, commented on Twitter after reports of the incident leaked out, insisting: "She was only doing her job!!"
Sir Chris also tweeted that opening the Commonwealth Baton at last night's opening ceremony "was like trying to solve a Rubik's cube".
There was a brief moment of embarrassment at Celtic Park when the baton containing the Queen's message refused to open for Commonwealth Games Federation president Prince Imran of Malaysia to release the manuscript.
Sir Chris had carried the baton to him and then tried to help open it as the Queen looked on.