The veto came one day after the state Assembly gave final passage to the bill by a vote of 42-33. The state Senate had approved the bill 24-16.
"I have been just as adamant that same-sex couples in a civil union deserve the very same rights and benefits enjoyed by married couples -- as well as the strict enforcement of those rights and benefits," Christie said in a statement.
"Discrimination should not be tolerated and any complaint alleging a violation of a citizen's right should be investigated and, if appropriate, remedied."
Gay-rights activists said they would try to have the Legislature override the veto, The (Newark) Star-Ledger reported.
"Thousands and thousands of New Jersey families are denied financial security, health security and fundamental equal rights every day because of a failed civil union experiment," Assembly Majority Leader Louis Greenwald said. "And yet in spite of their second-class citizenship, the governor singlehandedly -- through the stroke of his pen -- seeks to codify discrimination against them."
Christie has said he would prefer to put the matter to a referendum in November.
Supporters of same-sex marriage have until Jan. 14, 2014 -- the end of the current legislative session -- to get enough votes in the state Senate and Assembly to override Christie's veto, the newspaper said.