The controversial president was standing on the tailgate of a pickup on Wednesday local time when protesters began throwing objects and stones at him, according to several international media outlets.
Milei was taken to safety by security personnel and was later able to post a picture where he gives a thumbs up. He is not reported to have been injured in the incident.
In a post on Instagram, he writes that the protesters resorted to violence because they do not have any ideas of their own.
Milei has faced harsh criticism after a corruption scandal shook Argentina's authority for people with disabilities. During his time as president, the inflation rate has fallen in the country, but it has not done much for his popularity among voters.