Arlene Foster also said believers are regularly contacting her saying they fear they can't live out their beliefs anymore, following the verdict.
It's after three Court of Appeal judges in Belfast found the company had discriminated against gay rights campaigner Gareth Lee on grounds of sexual orientation by refusing to make a cake with a message supporting same-sex marriage two years ago.
Ms Foster challenged the Equality Commission to spell out what affirmative action it intended to take after the judges said the publicly-funded organisation, which supported Mr Lee, gave the impression it was not interested in assisting Christians or other religious organisations.
The Democratic Unionist leader said: "I think it is incumbent upon the Equality Commission to indicate to the Executive how they intend to remedy what has been pointed out to them by the court and what affirmative action they intend to take in terms of the faith communities, because there is certainly a chill factor there in terms of the faith communities and that is something that is communicated to me on a weekly basis and it is something that they have to take notice of."
Mrs Foster told the Stormont Assembly the Commission had run up legal bills of more than £100,000, which it is seeking to recoup after winning its case.
She added: "I have to ask the question: where is the balance in terms of dealing with the faith communities here in Northern Ireland?
"It is something I will be asking the Equality Commission to directly comment on and to give me some feedback on."
The chief commissioner of the Equality Commission, Michael Wardlow, said equality laws are there to protect everyone and, as an independent public body, the commission has an important role in ensuring effective application of the laws.
"Our door is open to anyone who needs our assistance, including members of the faith communities.
"The commission has a proactive programme of regular meetings with their representatives, including, over recent months, representatives of all the main Christian churches.
"We find we have many issues of common interest, including a concern for those who face inequality and discrimination."