Hanover Police President Volker Kluwe told state broadcaster ARD that authorities had taken seriously indications of a planned attack with explosives. He did not elaborate.
"The visitors (spectators), who were already in the stadium at that time, were asked to leave the stadium without panicking," police said in a brief statement.
After Friday's attacks in Paris, security measures in Hanover had been tight.
German Chancellor Angela Merkel was set to attend with Vice Chancellor Sigmar Gabriel and government ministers, in a show of solidarity with France.
"We were re-routed on our way to the stadium and are now in a safe area," German team spokesman Jens Grittner said on Twitter. "We cannot say more at this moment."