Some supporters invaded the dressing room where the squad were preparing to train and others shouted abuse from the terraces.
Police were called and a group of fans were allowed to meet manager Dorival Junior. None of the players were hurt.
Vasco lost 2-0 at home to sixth-placed Goias on Thursday to leave them third from bottom with nine games remaining. Four teams go down.
"The club has security guards but 10 men can't hold back 50," Vasco official Manuel Barbosa told the Globoesporte website.
After the defeat some fans daubed graffiti declaring the team 'Shameless' on the walls of the Sao Januario stadium.
The supporters have threatened violence if the club also lose this Sunday's derby against Botafogo.
Vasco is one of Rio's most famous clubs but they are notoriously badly run.
The team were relegated in 2008 for the first time in their history but bounced straight back into the first division the next year.