There was also a 15-minute blackout during the Paulista championship semifinal second-leg match. A midfield scuffle broke out during the blackout, when Sao Paulo players went after Palmeiras' Chilean forward Jorge Valdivia, whom they felt celebrated his goal provocatively.
Each team had a player red-carded.
Reuters reported that a police official said the spray incident was a matter for the two clubs and the federation.
"It was impossible to breath, it was extremely irritating for the nostrils and eyes," Sao Paulo team doctor Jose Sanchez said.
Sao Paulo also complained they were unable to take showers after the game.
Palmeiras advanced, 3-2, on aggregate.