Bosnian news outlet Reprezentacija says that manager Safet Susic and his coaching staff went for a walk near their base in Guaruja, Sao Paulo when three armed robbers on bicycles started following them.
The report claims that the robbers followed the Bosnians for "several hundred metres" before being driving away by local police sirens "at the last moment."
All the robbers fled in different directions and no arrests were made.
The coaching staff were believed to have taken the whole incident in good humour when they returned to the hotel, saying that they had seen much worse on the streets of Bosnia and Herzegovina.
All World Cup teams have been offered constant protection from both the Brazilian police and army but it is believed the Bosnian staff did not inform either of their plans to go for a walk along the beach which led to the situation.
Bosnia – playing in their first World Cup – open their campaign against Argentina in Rio on Sunday night.