Window panes of a car in Akhilesh Yadav's convoy were damaged in the attack outside a star hotel. No one was injured.
Police later said they identified four people involved in stone pelting and booked them. However, no arrests have been made yet.
The incident took place when Uttar Pradesh chief minister's security guards prevented Anjan Kumar from sitting in his car. Angry over this, the MP's supporters pelted stones at the convoy as it left Park Hyatt hotel in Jubliee Hills.
Akhilesh Yadav was on a two-day visit to the city to attend national executive of All India Yadav Mahasabha.
Earlier, the visiting chief minister called on union Tourism Minister K. Chiranjeevi at the latter's residence.
He also called on chief minister N. Kiran Kumar Reddy and Telugu Desam Party chief N. Chandrababu Naidu Saturday.