At first, Macedo greeted the man while Colombo, in the CNN studio, spoke about the flooding points in the city.
But the man then pulled out a knife, causing the shocked reporter to take a couple of steps away and hand over a mobile phone.
The camera then panned away from the scene, focusing instead on a shot of the wet street.
Macedo subsequently handed over a second phone before the attacker fled the scene.
The reporter wasn't injured, Colombo told Brazilian newspaper Fohla de Sao Paulo, and returned to the CNN studio after the incident.
"She had a terrible scare, but she is fine," he said.