Some of the 30 raiders from Greenpeace scaled the dome containing the pressurised water reactor at the Suffolk plant.
Campaigners say the break-in was to highlight poor security at the UK plant highlight its vulnerability to terrorist attacks.
Commenting on the incident at his monthly press conference, Prime Minister Tony Blair said: "I am sure those in charge of security there will look at the situation carefully and review any lessons to be learned.
"But ... of course there is an ongoing continuing threat and that's the very reason why this is so important to deal with."
However a spokesman for British Energy, which operates the plant, criticised the stunt.
He said: "There is no threat to the safe operation of the station which is still running.
"This is a highly irresponsible act by Greenpeace who are endangering themselves and others by risking injury from falling from the roof."
Volunteer Rob Gueterbock, who was one of the protesters on the reactor dome, said: "Sizewell B is easier to get into than a Norwich nightclub.
"It is a terrifying thought that if we can do this then anyone can."
Mike Harrison, the maintenance manager at Sizewell B, said security had been improved following a previous protest by the environmental group.
He said the protesters had damaged insulation, broken through a fence, and smashed a door to get in.
In October more than 40 protesters occupied the site before peacefully ending their protest.
British Energy operates eight of the most modern nuclear reactor power stations in the UK, including Sizewell B.