The demonstration on Wednesday night, local time in Sweden, was led by a breakaway group from a teachers' union, which had been protesting for a week for higher salaries and for a pension law to be scrapped.
Thousands of police were in the area around the Azteca Stadium, preventing the peaceful protesters from reaching the stadium. After three hours, the group dispersed, but threatened to block the roads leading to the stadium ahead of Thursday's opening match between Mexico and South Africa.
This year's World Cup is being co-hosted by the United States, Canada and Mexico.
