Zuma was addressing journalists at the World Economic Forum's (WEF) Africa meeting, which takes place from Wednesday to Friday.
He had completed a walkabout with Elsie Kanza, the WEF's head for Africa, in advance of the WEF meetings at the Inkosi Albert Luthuli International Convention Centre.
At first, a seemingly composed Zuma had insisted he was not upset by the incident at the Cosatu event in Bloemfontein on Monday, saying: "You people don't really understand what democracy is. Democracy gives people the right to debate and express themselves democratically."
However, he became visibly annoyed and began to dismiss questions, before he was ushered away by a large contingent of minders.