Briton Kellie-Jay Keen-Minshull, also known as Posie Parker, had to abandon the event Let Women Speak when trans-solidarity protesters broke through barriers on March 25.
Angry protesters threw liquids over her, which resulted in her cancelling another planned rally in Wellington.
The Independent Police Conduct Authority said it had received 162 complaints about policing of the event; of these, 34 were from people who attended.
The IPCA review will look at police conduct at the protest and planning for the event.
The authority's chair, Judge Kenneth Johnston, told RNZ's Morning Report programme today some complaints were from people who attended the rally, while others were "instigated by media reports".
"They are serious complaints and need to be looked into."
The main theme of the complaints was concern about the apparent lack of planning for the event and as a consequence Parker was unable to speak.
He agreed that, at the time, there was criticism of the low number of officers who attended.
"The crux seems to be a lack of preparation and a lack of expectation about the nature of the protests against Miss Parker ... The police presence or the number of police is an important aspect of that."
The IPCA has recently carried out an investigation into a group of complaints about the occupation of Parliament's grounds last year.
Judge Johnston agreed the latest investigation was "a thematic inquiry" as opposed to looking into a single complaint.
"One takes a group of complaints, identifies the central aspects of them, and looks at them as a whole.
"Of course, this is a much smaller exercise than the Parliamentary protest."
