Five refugees tried to enter the Japanese consulate
Japanese embassy officials have already issued a statement describing China's actions in Shenyang, 200 kilometres (125 miles) inland from China's border with North Korea, as "extremely problematic and regrettable".
The BBC's correspondent in Beijing says the incident is threatening to turn into a major diplomatic spat.
Any uninvited entry into the consulate by Chinese police would be a serious violation of diplomatic status.
Meanwhile, another North Korean has succeeded in evading guards and entering the US consulate in Shenyang joining others who scaled the compound wall on Wednesday.
The asylum bids are the latest in a series of attempts by North Korean refugees to enter foreign embassies and consulates in China.
Consulate stormed
On Wednesday Japan's Foreign Ministry called in the Chinese ambassador, Wu Dawei, to demand an explanation over the consulate incident.
Three of the five North Koreans who tried to rush into the consulate were caught. According to the Japanese side, Chinese police then entered the consulate uninvited and removed the two who had succeeded in getting through.
Their actions came despite demands by Japanese consular officials that the two Koreans should be left inside the building.
"I think it is a violation of the Vienna Convention, and that's why we are protesting," said Japanese Prime Minister Junichiro Koizumi.
But Mr Wu argued that the Chinese police seized the people "as a measure to secure the safety of the consulate" and that China did not consider it violated the convention.
Chinese authorities have increased security around Beijing's foreign missions to prevent further asylum attempts, adding barbed wire and posting extra guards.
Aid groups estimate that between 100,000 and 300,000 North Koreans have fled to north-east China in recent years to escape political repression and famine.