Brazilian hosts Sao Paolo were crowed champions after Argentinian side Tigre refused to return for the second half at the Morumbi stadium, claiming their players had been attacked by security officials in the dressing rooms during the interval.
That followed confrontations between the two sets of players as they made their way off the pitch at half-time.
Chilean referee Enrique Osses abandoned the match after a 30-minute delay, awarding the victory to Sao Paulo, who had been leading 2-0 following first-half goals from Lucas Moura and Osvaldo after last week's first leg in Argentina had finished goalless.
The Tigre players said they had been attacked at half-time and had guns pointed at them.
Massa said in quotes reported on the AFA (Argentinian Football Federation) official website: "We need to show the people everything that happened, the assaults and injuries.
"When we went into the dressing room after the first half, there were 15 security people that were hitting the players. They struck us.
"For Tigre today [Wednesday] was an historic day. The referee told us he was going to suspend the game and ended up doing that. It was all a mess, football should be a celebration."
Tigre coach Nestor Gorosito said goalkeeper Damian Albil had a gun pointed at his chest, although he did not specify by who.
"During the break, a big guy came out with a gun. Some policemen started to hit some of my players. We tried to defend ourselves," Gorosito said on Fox Sports.
"My players fought with the security people for 15 minutes. Then the police arrived and the incidents continued.
"What happened is disgraceful.
"There are several players hurt, but none serious."
Tigre security chief Ruben Pasquini said in La Nacion newspaper: "It was an ambush. They were waiting for us. (Midfielder Ruben) Botta has an injured eye. They put a gun in the chest of Albil. (Midfielder) Gaston Diaz was also hurt."
The city of Sao Paulo is one of the host venues for the 2014 World Cup, although matches will be played at Corinthians' Arena de Sao Paulo and not the Morumbi.
Massa felt the incidents during last night's game had cast a shadow over Brazilian football.
"It's one of the most shameful pages in Brazilian football. We came to play a game of football, not a war," he said.
"All this makes us very sad.
"We don't want to win or lose a game in the offices but the AFA are going to have to make a strong protest."
Referee Osses said: "We did not see anything, but we have heard some things about what happened.
"We saw there were some injuries to the Tigre players but I don't know what caused them."
CONMEBOL official Romer Osuna said: "The referee abandoned the game because it was not right to play on.
"This decision is final. It is a shame that a continental final finished in this fashion."
Sao Paulo captain and goalkeeper Rogerio Ceni was shocked by the way the match ended, but claimed the Tigre players had been overly aggressive on the pitch.
"We don't know what happened, but the Tigre players came to Brazil to fight, not to play," he said.
"I really don't know what happened in the dressing rooms."