The police station was evacuated Tuesday and a bomb disposal team was brought from a southern Alberta military base to destroy the rusty explosive.
Police say the man wanted to turn the munition in, but left before officers could speak with him at the busy front counter.
They say they do not believe the man had malicious intent and he's not in any trouble.
They just want to speak with him to find out whether there could be more old ammunition out there.
The bomb team from Canadian Forces Base Suffield confirmed the device was a live military device with explosive filler.