Scuffles broke out between President Zuma’s supporters and opponents, resulting in all speeches being canceled.
The main labor federation, Cosatu, called on Jacob Zuma to step down last month after he sacked his widely respected finance minister.
President Zuma’s allies say he will remain in office until his term ends in 2019.
He was seen on live TV hastily leaving the podium and being whisked away in a motorcade from the rally in Bloemfontein city, Reuters reports.
Jacob Zuma attended the rally despite the fact that powerful affiliates of Cosatu, the Congress of South African Trade Unions, had opposed his presence.
Cosatu is part of a formal alliance with the governing African National Congress (ANC).
Earlier, sections of the crowd sang a song which, loosely translated, means: “Have you good news? Zuma is going”, heard the South Africa’s privately owned News24 site reports.
Cosatu leader Sdumo Dlamini said the rally had been marred by “chaos”, forcing its cancelation.
The protest required “thorough reflection” on the part of the country’s leaders, he said.
Senior ANC officials were also booed at a May Day rally in Durban city, the political heartland of Jacob Zuma.
Pressure on Jacob Zuma to resign has been mounting since he sacked Pravin Gordhan as finance minister in March.
It led to global rating agencies downgrading South Africa to junk status.
The reshuffle was condemned by trade unions, big business, the opposition and and senior members of the government, including Deputy President Cyril Rampahosa.
The opposition has repeatedly accused President Zuma of being corrupt, and says the reshuffle was aimed at giving him and his allies greater access to government money.
Jacob Zuma said the reshuffle was aimed at promoting “radical economic transformation” to benefit the poor black majority.
He has been dogged by allegations of corruption for more than a decade.
In 2016, a court ruled that he should face corruption charges over a 1999 arms deal.
Jacob Zuma is appealing against the ruling.
In a separate case in 2016, South Africa’s highest court ruled that he had breached his oath of office by failing to repay government money used to upgrade his private residence.
He repaid the money, but rejected calls to sep down.
Jacob Zuma is due to step down as leader of the ANC in December, and as South Africa’s president in 2019.
His ex-wife Nkosazana Dlamini-Zuma and Cyril Rampahosa are vying to succeed him in both positions.
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