Some 5,000 fans attended the session in Belo Horizonte's Independencia stadium with the locals giving their fierce rivals a noisy reception ahead of the tournament start on Thursday.
The decibel levels reached those of a competitive match when Argentina came out onto the pitch but the players, including Lionel Messi and Angel Di Maria, kept their cool and briefly waved to their own fans in the crowd before turning their focus to their training.
Argentina, who along with Brazil are the South American favourites to lift the trophy, kick off their tournament against Bosnia on Sunday.
"The team down there on the pitch will bring the World Cup back home," Sebastian Suner from Rosario, who was draped in an Argentine flag, told Reuters.
Argentina got an early taste of what to expect from their Brazilian hosts at the World Cup when they were welcomed with jeers and whistles in their first open practice session on Wednesday.
"Listen to the boos. It can't get any sweeter than lifting the trophy in Brazil in a month's time," the 22-year-old said with a grin.
Tight security was in place with streets around the venue closed and helicopters hovering over the stadium, which hosted World Cup matches at the 1950 tournament including England's shock loss to the United States.
Argentina also play Iran and Nigeria in Group F.
"Let them come here and train. They will find out sooner or later that we are the kings in this tournament," 27-year-old Brazil fan Luis Goncalves, who lives near the stadium, told Reuters.
Brazil kick off proceedings against Croatia in the tournament opener on Thursday.