Footage of the moment shows the teenager pausing her address and allowing the heckler to finish speaking.
“I think if you want to speak with me personally, maybe you can do it later,” Ms Thunberg then tells the woman in the crowd.
The 16-year-old's response prompted cheers from members of the crowd, before the activist eventually restarted her speech over the calls of support.
“It is young people who are the future, but there is not enough time for us to grow up and become the ones in charge,” Ms Thunberg said.
“We need to tackle the climate and ecological emergency right now.”
In August, Ms Thunberg set sail on a two-week journey across the Atlantic in a high-tech yacht to avoid flying to the US.
She was travelling to speak at the United Nations climate summit in New York, where she told world leaders including Donald Trump: “You have stolen my dreams and my childhood with your empty words.”
In San Francisco, a huge eight-storey mural of the teenager recently appeared.