Impoverished households use wood fires and paraffin to keep warm and to cook and the smoke left a low white blanket wafting over Sinaba Stadium in Daveyton, a black settlement about 40 km east of Johannesburg.
The All Whites arrived in South Africa late on Sunday ahead of the start of sports' most-watched tournament on Friday and their first match against Slovakia in Group F on June 15.
"It's probably not ideal but it's out of our control. Some players will have to go back, though. There are a couple of players we won't put into this," coach Ricki Herbert told a small group of reporters on the field, referring to those with asthma and other medical concerns.
"A light jog and a stretch ... it'll be very short, not what we had planned."
The team chose the site as it was identified as the best facility near the upmarket Serengeti Golf and Wildlife Estate where they are staying. Conditions are expected to be clearer in daytime and Herbert said the shorter session would not affect the team's preparations.
"Not at all, I don't think it matters anything. Unless we get hammered in all three (group games) and then I'll tell you it did," he said.
The team practised for an hour in the haze to the constant din of vuvuzela trumpets in the streets around the stadium's walls as word spread of the training session.
