Police cordoned off a large area around the Beach Volleyball Arena in Copacabana and deployed robotic bomb detection devices on Friday while the Rio Olympics opening ceremony was being staged at Maracana Stadium.
Armed police and the military were seen beginning to seal off an area of Avenida Atlantica, which runs in front of Copacabana beach, where the 12,000 capacity temporary beach volleyball venue is erected, at around 2040 local time (0040amBST).
The robotic bomb detection devices were deployed around 10 minutes later and examined what appeared to be a black bag and a red rucksack.
Half an hour later a member of the bomb disposal team was seen examining the packages with the cordon still in place.
Earlier thousands of anti-government protesters marched along Rio's Copacabana on Friday - just hours before the ceremony which began at 2000 local time less than eight miles away.
The majority of protesters seemed to be supporters of ousted president Dilma Rousseff, chanting "Dilma, ole, ole, ole" repeatedly.
Michel Temer, a 75-year-old law professor, became acting president after the Senate voted in favour of launching an impeachment trial against Rousseff, suspending her.
One of the posters amid the protests, translated, read: "'Out Temer! The people should decide," while a bin with a spray-painted stencil had the words "stop coup in Brazil."
The pre-ceremony protest followed ugly scenes on Thursday that marred the Olympic torch's arrival in the Brazilian city.
Against a backdrop of civil and political unrest in the country, hundreds of people turned out to challenge the torch's arrival in Rio out of anger over the cost of hosting the Games.
More than 80,000 police and security staff are being used in Rio - double the amount used for the London Olympics in 2012.