In the latest of a series of protests which have gripped Brazil since the tournament started, demonstrators hurled rocks as they tried to smash through barriers set up to block access to the ground, AFP correspondents said.
At least one protester and one policeman were injured in the clashes in the north-eastern Brazilian city, the G1 news website reported.
"We are not against (world's football governing body) Fifa or the World Cup, but we are against the huge investments made (for the event). Public health, education, roads are in a sorry state and politicians prefer to invest in football," said one of the demonstrators, Teo Sucupira.
"Get ready, it is time to change the history of our country," read some of the protesters' placards.
A police officer at the scene later described the situation as "under control."
More than one million Brazilians have taken to the streets since the tournament began to demand a better quality of life, slam rampant corruption and condemn the $15 billion dollars invested in the Confederations Cup and the World Cup.
On Wednesday, some 40,000 people staged a march in Belo Horizonte as Brazil booked a place in the Confederations Cup final by beating Uruguay 2-1.
Police fired tear gas when stone-throwing protesters tried to force their way through the security perimeter near the stadium.
Meanwhile, the death toll from more than two weeks of social turmoil rose to five on Thursday, when a 21-year-old man died in hospital a day after he fell from an overpass during a demonstration in Belo Horizonte.
Spain will now face Brazil in the Confederations Cup final after beating Italy 7-6 in a penalty shoot-out.