Yadav expressed grief over the death of 35-year-old Lance Naik Vedmitra Chaudhury and directed the police to ensure that such incidents did not recur.
He directed the authorities to take stringent action against the culprits to send a strong message among anti-social elements that the administration will not tolerate crimes against women.
The Chief Minister also said action would taken against the officials on showing laxity and ordered registering of an FIR immediately in such cases.
So far, three accused - Akash Saini, Sanju and Satish Saini - were arrested yesterday. Search for the fourth accused, Chhavindra, is on, he said.
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Meanwhile, state BJP chief Laxmi Kant Bajpai said police should hang their heads in shame that a soldier had to lay down his life to save the modesty of a girl.
Bajpai said if police failed to take strong action, BJP workers would take the responsibility of protecting girls on their own.
While criticising the incident, former UPPCC secretary Yashpal Singh today hailed the jawan as martyr saying there can't be a bigger sacrifice.
The jawan was beaten to death by some eve teasers when he tried to rescue the girl on Thursday.
Vedmitra Chaudhury, a Lance Naik in 416 Engineering Brigade, had gone to get milk from a booth on Rohtak Road in Hardevnagar when he saw some youths teasing the daughter of the booth owner.
He came to the girl's rescue and even beat up one of the eve-teasers - Akash Saini, police said.
The jawan, who was staying at Gopal Vihar with his wife and children, was admitted to Army Hospital where he succumbed to his injuries on Friday night, police said.