"As per the procedure, in the presence of two private witnesses, he was asked for his consent for giving his blood and hair samples required for forensic examination for investigation purpose, which he refused," senior Punjab Police officer Hardyal Singh Mann said in a statement late Monday.
There is no police case against India's only Olympic medal-winning boxer, but a forensic examination could have established whether he used drugs.
Police questioned Vijender after his sparring partner Ram Singh claimed the pair had used heroin bought from the people arrested in the drugs haul on several occasions.
Vijender, who won a bronze medal at the 2008 Beijing Games, is himself a police officer in the neighboring state of Haryana.
The three-time Olympian has dismissed Ram's claims of drugs use and has reportedly offered to be tested by the National Anti-Doping Agency, which is affiliated to the World Anti-Doping Agency.
However, the NADA is not expected to test Vijender since it tests athletes for heroin only during competitions.
Meanwhile, sports minister Jitender Singh said action would be taken against Vijender if he is found guilty of drug use.
"At this point of time, Punjab Police is investigation the matter," Singh told reporters. "When somebody is implicated, we will definitely take action."