We present a gauge-invariant theory of the electromagnetic response of a chiral p(x)+ip(y) superconductor in the clean limit. Due to the spontaneously broken time-reversal symmetry, the effective action of the system contains an anomalous term not present in conventional superconductors. As a result, the electromagnetic charge and current responses contain anomalous terms, which explicitly depend on the chirality of the superconducting order parameter. These terms lead to a number of unusual effects, such as coupling of the transverse currents to the collective plasma oscillations and a possibility of inducing the charge density by the magnetic field perpendicular to the conducting planes. We calculate the antisymmetric part of the conductivity tensor (the intrinsic Hall conductivity) and show that it depends on the wave vector of the electromagnetic field. We also show that the Mermin-Muzikar magnetization current and the Hall conductivity are strongly suppressed at high frequencies. Finally, we discuss the implications of the theory to the experiments in Sr(2)RuO(4).