Brazil's Sports Minister Aldo Rebelo and former Brazil stars Ronaldo and Bebeto were among those to witness the protest.
The incident came a day after a series of violent demonstrations in some of Brazil's largest cities, including one by teachers seeking better pay in Rio de Janeiro. The Confederations Cup earlier this year was marked by a series of violent protests and more are expected during the World Cup.
Because of the demonstrators in Cuiaba, Valcke had to make the symbolic handover of tickets to workers at a different part of the site. The presentation was expected to take place at a stage set up near where the protesters were located, so it was moved to a room inside the stadium.
The venue in Cuiaba is one of six that needs to be completed by the December deadline established by FIFA, which arrived in the country on Monday to continue its inspection of the 12 World Cup venues. Valcke began his trip in the southern city of Porto Alegre. The visit will end after a board meeting of the local organizing committee on Thursday in Rio de Janeiro.
The secretary general said part of the goal of his visit to Brazil is to "put some pressure, to show that we are following the project and we are not just sitting in Zurich and have no interest."
Football's governing body made it clear that for the World Cup it will not accept the same types of delays that plagued stadium construction before the Confederations Cup this year, when only two of the six stadiums were delivered by the original deadline.
Valcke reiterated that, with tickets sales already under way, the World Cup must be staged in all 12 cities, no matter what. He said he was tired of people asking whether there could be changes because of the construction delays.
"There is no way that one city will be off the list," Valcke said. "There will be 12 host cities and the match schedule will be respected and will be the one we will enforce for the World Cup 2014."
He added on Twitter: "For last time. The Brazil #WorldCup WILL be played in 12 host cities, according to match schedule announced Oct 2011."
Recent setbacks in construction of the six remaining stadiums have raised concern about whether Brazil will be able to make the World Cup deadline.
In Cuiaba, local officials were recently forced to cancel the bidding process for the venue's seats after public prosecutors alleged they were overpriced, prompting a rush to find a new supplier. The new bidding process is not expected to take place until Oct. 22, but local organizers said they want the new seats delivered by Dec. 20, just days before the FIFA deadline.
Valcke said local government officials had made a "full commitment" to have the stadium ready in time.
"All deadlines will be met," Valcke said on Twitter. "Arena Pantanal delivered with seats by end Dec."
In the southern city of Curitiba, a Brazilian labor judge on Tuesday reversed a ruling that had halted construction at the Arena da Baixada for nearly a week because of workers' safety concerns. Work resumed but a new inspection was scheduled for the end of the week to make sure all of the safety measures promised by constructors were in place.
Construction in part of the Cuiaba stadium was also temporarily suspended recently because of workers' safety concerns.
The Arena da Baixada was less than 80 percent completed by the end of August, the lowest rate among the venues still being built. The Arena Pantanal was 85 percent ready.
The venues with the most advanced work were in Natal and in Sao Paulo, home of the World Cup opener on June 12.
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AP Sports Writer Stephen Wade contributed from Rio de Janeiro.
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