In a rare public appearance, Lam walked around the central business district with the city's Transport and Housing Secretary Frank Chan and MTR officials to inspect the damaged station, where she chatted with staff and commuters.
Dressed in a black suit, she examined electronic ticketing machines and boarded up windows smashed the previous day, the public broadcaster RTHK showed.
Following the demonstration at the U.S. consulate on Sunday, Hong Kong's government warned foreign lawmakers not to interfere in the city's internal affairs after thousands of protesters called on U.S. President Donald Trump to "liberate" the city.
Hong Kong returned to China in 1997 under a "one country, two systems" formula that guarantees freedoms not enjoyed on the mainland. Many Hong Kong residents fear Beijing is eroding that autonomy.
China denies the accusation of meddling in the city and says Hong Kong is an internal affair. It has denounced the protests, accusing the United States and Britain of fomenting unrest, and warned of the damage to the economy.
Chinese state media on Monday said Hong Kong was an inseparable part of China and any form of secessionism "will be crushed".
The China Daily newspaper said Sunday's rally was proof foreign forces were behind the protests and warned demonstrators should "stop trying the patience of the central government".
Young pro-democracy activist Joshua Wong was released from police custody on Monday after breaching bail conditions following his arrest in August when he was charged along with a number of other prominent activists for inciting and participating in an unauthorised assembly.
A senior U.S. official, speaking on condition of anonymity, said the United States was monitoring events in Hong Kong.
"The freedoms of expression and assembly are core values that we share with the people of Hong Kong, and those freedoms must be vigorously protected. As the president has said, ‘They’re looking for democracy and I think most people want democracy’,” the official said.
