Dang Wangi OCPD Asst Comm Noor Dellhan Yahaya said they recorded statements of the two women on Nov 19.
"Following the incident, we identified the two women and called them in for questioning.
"Our investigations are in the final stages now," he said in a statement on Tuesday (Nov 23).
He reminded the public to always comply with the SOP or face stern action.
Earlier on Tuesday, City deputy police chief Deputy Comm Yahaya Othman said the two women had been called in to have their statements taken.
He told reporters that investigations revealed the two women to be tourists.
It was reported that two Caucasian women were being sought by the police for not wearing face masks in public.
The incident was highlighted by a social media user who took to Twitter, asking the authorities what they were doing when it came to such offenders.
Dang Wangi OCPD Asst Comm Noor Dellhan Yahaya had said police became aware of the tweet on Nov 17.
This was the third time foreign women have come under fire for not complying with the SOP in place.
In October, two videos of a woman went viral, both of them showing her not wearing a face mask as required.
In the first video, she was prevented from entering a luxury boutique for not wearing a face mask.
In the second video, she was similarly denied entry to another shopping centre in Kuala Lumpur for the same reason.
Internet users dubbed her "Karen" – a generic term used to describe entitled white women – and she became a top trending topic on social media.
The woman was issued two compound notices totalling RM3,000 for the violations.