"We found a small amount of alleged narcotics and an electroshock weapon," Stockholm police spokesman Lars Bystroem told the Aftonbladet newspaper after the Wednesday night incident.
The suspected marijuana was sent to a lab for testing, he said.
No one was arrested because no one could be tied to the drug.
The raid occurred after the star entered the tour bus outside central Stockholm's five-star Grand Hotel, opposite the Royal Palace and the hotel normally used for Nobel Peace laureates.
One of the police officers keeping an eye on a crowd of "hysterical" fans noticed a smell of pot when the bus door opened to let the 19-year-old heartthrob in, Bystroem told the newspaper.
"A colleague felt a strong smell of marijuana, like someone had been smoking in the bus," he said.
When the bus left the hotel for the Ericsson Globe arena, where Bieber later performed, the officer contacted a special narcotics unit, which issued a warrant to search the bus.
The Ericsson Globe is the world's the largest hemispherical building, shaped like a 28-story white ball.
The bus was searched a half-hour after Bieber entered the stage, Bystroem said.
Aftonbladet said cited a source close to Bieber's crew as saying panic broke out when police raided the bus. U.S. celebrity website TMZ said no one was on the bus when the raid took place.
No one will be charged, police told TMZ, because police have no idea who was in possession of the drug or who brought it.
Police did not mention any charges for the unlicensed stun gun.
Bieber's manager had no immediate comment.
Bieber posted on Twitter Thursday: "some of the rumors about me....where do people even get this stuff. whatever...back to the music."
Bieber is now in Helsinki, Finland, for a Friday concert in his "Believe" tour promoting his studio album of the same name.
He will then travel to Russia and Turkey, before going to the United Arab Emirates and South Africa and returning to the United States.
Britney Spears debuts 'Perfume' video
Couple calls 9-1-1 over missing hash browns; assault McDonanld's employees