Coach Luiz Felipe Scolari and team captain Cafu explained to the supporters that the players were tired.
But when they stepped off the trucks they had been on and boarded a bus back to the airport, fans pelted it with rocks, breaking three windows.
Several star players, including Rivaldo and Ronaldinho, had abandoned the celebrations at Rio's Antonio Carlos Jobim airport.
They chose instead to fly home after more than 30 hours in transit from Japan and an award ceremony at the presidential palace in the capital Brasilia.
The team had been scheduled to arrive in Rio early on Tuesday afternoon, but celebrations in Brasilia delayed them by four hours.
They eventually left the airport in Rio on three trucks, accompanied by samba singer Zeca Pagodinho.
Fans lining the route slowed the parade's progress to a crawl.
And by the time the team moved on to Sao Paulo, only Beletti, Cafu, Denilson, Juninho, Kaka, Marcos, Ricardinho and Roberto Carlos remained.
The players arrived at Sao Paulo's Sambadrome stadium at dawn where they celebrated for about half an hour in front of a few die-hard fans.