Women were reportedly turned away from the Azadi Stadium when Iran played Italy in the first leg on Friday, while female reporters inside the complex were ordered to leave.
"Female journalists are banned from entering the stadium for the next three matches in Tehran," IRNA news agency reported.
Placed in the difficult Group A, Iran has already hosted Brazil in Tehran, as well as one game against Italy.
Two more games are planned in the Azadi Stadium that can hold 12,000 spectators, against Poland on June 27 and 29.
According to the Khabaronline news website, authorities had confronted female journalists holding proper press credentials issued by Iran's National Volleyball Federation on Friday, and ordered them out.
A small group of female fans protested outside, and journalist Fatemeh Jamalpour of the reformist Shargh daily said they were detained by the authorities.
Jamalpour was also taken into custody and held for six hours, she said on her Facebook page.
Since Iran started playing in the World League, only once - in 2013 - have Iranian women been allowed to attend the game. Since then, however, female journalists had been allowed to cover the games.
IRNA did not give any explanation about the new ban on female journalists.
Vice President Shahindokht Molaverdi has protested against the ban on female fans.
She was reported by media as saying that President Hassan Rouhani, who advocates more social freedoms in the Islamic republic, was looking at ways of resolving the issue.
Female spectators are also banned from attending football matches in Iran. Officials say this is to protect them from the lewd behaviour of male fans.
This year, police have also prevented the public screening of World Cup matches from Brazil, despite Iran playing in the tournament.
Football fans are instead forced to watch the games indoors.
But the ban did not prevent thousands of women and girls from taking to the streets on Saturday night to celebrate a laudable performance by Team Melli against heavyweights Argentina, which they lost 1-0.