Media reports said that shots were fired into the air by security guards and the club said it would investigate, although it added that none of its employees carried guns.
Television pictures showed around 30 supporters running onto the field as the players were training.
"We understand that Fluminense supporters are not satisfied with recent results but we will not accept, under any circumstances, the acts of vandalism that were carried out today," he said.
"It's unacceptable that the players are attacked by vandals, especially at their place of work."
He denied that the club security guards were armed. "We will find out if there were really shots and we will punish the culprit if necessary."
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