Vijender, bronze medallist at the 2008 Olympics and two-time medal winner in Asian Games, announced last month that he was joining boxing promoting company Queensbury Promotions in a "landmark, four-year deal".
He will appear in at least six fights in the first year of his contract with his debut fight likely to be scheduled in September-October.
His move created a lot of controversy as it was deemed to be selfish and against the interests of his country. But Mary said Vijender has the right to decide on his future.
"Vijender turning pro is his decision… he has after all won so many medals for the country. I respect whatever he is doing," she said at a programme here on Sunday.
Mary also said that her own preparation for the showpiece event was going on smoothly and that it will likely be her last action in competitive boxing.
"Olympics preparation… doing it daily… it is going quite well. Rio Olympics will be my last… after that will concentrate on my academy… the one I am about to start."
Five-time world champion Mary, a mother of three, elaborated on her decision to quit saying that it was becoming increasingly difficult for her to balance boxing and motherhood.
"Being a mother, it is difficult to fight. I have kids and it’s time I take care and look after them," the 32-year-old Manipuri said.