The protest led to cancellation of the session, sources said.
Mumbai Magicians, a franchise of Hockey India League, has signed up Pakistani players Mahmood Rashid, Fareed Ahmed, Muhammad Tousiq and Imran Butt.
The players arrived in the city early this morning. They were in the dressing room when the protest started, and left within five minutes. The practise was called off at the behest of coach Ric Charlesworth, the sources said.
Mumbai Magicians are to play their first match here on January 20.
Meanwhile, Shiv Sena MP and spokesperson Sanjay Raut confirmed to PTI that it was Shiv Sena workers who staged the protest.