The match between Teteks and Shkendija was rescheduled for Sunday and the Macedonian federation said it would be played in an empty stadium to avoid provocation.
"Despite the serious preparations...the cup final was used for the manifestation of political and nationalist messages, coupled with violent behaviour by individuals and part of the fan groups, which crossed the boundaries of sportsmanship," Macedonia's youth and sports agency said in a statement.
The match was abandoned after 20 minutes for fear that the chants might ignite violence.
Both teams come from the western town of Tetovo, which saw heavy fighting in 2001 during clashes between Macedonian government forces and an ethnic Albanian guerrilla army.
The conflict pushed the small Balkan country to the verge of full-blown civil war, until the West brokered a peace deal to give the country's large ethnic Albanian minority greater rights and representation.
Shkendija, founded in 1979, are supported predominantly by Tetovo's ethnic Albanians while the bulk of Teteks fans are Orthodox Christian Macedonians.
Teteks enjoyed several top-flight seasons in the former Yugoslavia but have plummeted since the country's violent break-up and are doomed to relegation from Macedonia's 12-team first division.