The 20-year-old Santos starlet was the subject of jeers during Brazil's 3-2 victory over Honduras in the quarter-final clash at the London Olympics on Saturday.
Wilmer Crisanto's tackle on Neymar on 33 minutes earned him a second yellow card and following the defender's dismissal, there were cat-calls at St James' Park in Newcastle.
Menezes has now warned Neymar that he needs to learn to cope with boos from opposition fans.
"The booing against Neymar was following the sending-off because he was involved in that incident, and also could be connected with the cultural values of the British crowd in terms of what they expect to see on a football pitch," he said.
"Neymar needs to learn how to deal with situations like this."
The victory over Honduras has placed Brazil in the semi-finals, and Menezes is confident that his players have what it takes to progress to the final and win it.
"This is something completely normal," he enthused. "There is always pressure for Brazil whatever competition we are involved in, whether it's the Copa America or the World Cup or the Olympics.
"If we don't win even in a friendly, there is a crisis in Brazil, and this happens at clubs as well. This pressure always exists and I try not to over-emphasise it too much within the group."
Brazil will take on South Korea in the last four.