Tigre, losing 2-0 at the time, said police pointed guns at their players following a brawl as they left the field at halftime in the second leg of the final at Sao Paulo's Morumbi stadium. The first leg in Argentina had ended goalless.
"They pulled two guns on us, the rest of the match is not going to be played," Tigre coach Nestor Gorosito told Fox Sports.
"They ambushed us and one of them pulled out a revolver and put it against (goalkeeper) Damian Albin's chest. Their security and police also hit us, there were around 20 of them."
After Tigre failed to reemerge for the second half, Sao Paulo were declared winners and handed the trophy.
Tensions rose even before kick-off after officials tried to stop Tigre from warming up on the pitch, though players managed to dodge them by leaping over advertising hoardings.
Lucas, in his last game before moving to Paris St Germain, and Osvaldo scored in the space of five minutes to put Sao Paulo in control before fighting erupted as the players left the pitch at halftime.
Tigre also said their bus was pelted with stones on the way to the stadium.
The Copa Sudamericana is the region's equivalent of the Europa League. (Writing by Brian Homewood in Berne; Editing by Peter Rutherford)
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