Fans had begun the barrage before the game and were warned by the PA announcer to stop.
In the fifth minute, referee Cesar Muniz Fernandez was forced to stop the game for a minute because of the continuous throwing of snowballs.
Atletico lost, 3-2, after taking an early lead. The result put increasing pressure on its Mexican coach, Javier Aguirre.
Elsewhere, Barcelona maintained its 12-point lead when Lionel Messi scored in the 84th minute to complete its comeback and give it a 3-2 win over last-place Osasuna.
Osasuna pulled ahead, 2-1, in the second half on goals by Miguel Flano and Walter Pandiani and led until Xavi, making his 300th league appearance, equalized in the 80th minute.
Four minutes later, Messi won the game with a thunderous strike for his 11th goal of the season.
Barca needs only one point in its next game to break the record it now shares with Real Madrid for points at the halfway point of the season (47). It has 15 wins and two ties since losing its opening game.