Windows of the bus were broken but none of the players or coaching staff were hurt in the incident outside the Estadio Nacional where South American group leaders Argentina will meet Peru.
"They threw bricks at us," Argentine Football Association official Juan Carlos Crespi was quoted as saying in sports daily Ole.
The Peruvian daily El Comercio said that after the incident police reinforced their security operation around the Argentine team's hotel in Lima's San Isidro district.
Tensions between the teams have risen amid reports Peru plan to use a tight man-marking system to stifle Argentina captain Lionel Messi.
Argentina beat Paraguay 3-1 in Cordoba on Friday while Peru climbed off the bottom of the standings with a 2-1 home victory over Venezuela.