The Islamic Courts Group - a militia which has seized control of Mogadishu - fired guns into the air and cut electricity to television screens showing matches over the weekend.
Leaders of the group oppose Western and Indian television, which they say promotes immorality in the mainly Muslim nation of 10 million people.
Somali men burned tyres and expressed defiance at the ruling.
"We do not accept the Islamic militia stopping us from watching the World Cup," resident Ahmed Yusuf said.
"We'll continue demonstrating until they relent."
The growing power of the militia, which has alleged links to al-Qaeda, has raised fears that Somalia could fall under the sway of Osama bin Laden's group.
But some Somalis have welcomed the group's control of the capital as relief from 15 years of bitter civil war between rival clans, many of which are backed by the US.
"We thought we would get freedom b
ut now they are preventing us from watching the World Cup"
Adam Hashi-Ali, teenage football fan in Mogadishu
Mogadishu has been largely calm since the militia seized control of the city on Monday from a coalition of warlords, the so-called Alliance of the Restoration of Peace and Counter-Terrorism (ARPCT).
More than 330 people have been killed in fighting between the two sides in the past month.
However, many football fans are angry that they have been prevented from watching the cup.
"As soon as the Islamists took over the security of our city, we thought we would get freedom," said Adam Hashi-Ali, a teenage football fan in Mogadishu.
"But now they have been preventing us from watching the World Cup," he added.