Jim Davidson said he is "pleased there'll be no further action."
"The police have been very thorough. I have no complaints about the police whatsoever," he said.
"I don't think the police are looking for conviction. They are just looking for the truth."
More top news
A recent video showed the PM putting milk on top of a teabag and keeping the bag in rather than removing it after it had stewed.
Hong Kong and China have condemned the incident, but demonstrators say the official tripped and fell over.
The prime minister said he was "jumping" to music when he landed on a shard of glass which got stuck in the sole of his foot.