The unnamed visitor entered the building Friday afternoon and announced, "Look what I found," Detroit Police spokeswoman Eren Stephens said.
The incident prompted the closing of Gratiot Street, where the police office is located, the Detroit News reported.
A bomb squad was called to the building and police public information officials said Department of Homeland Security personnel are assisting in the investigation.
No arrests were made.
2014: The Year in Music [PHOTOS]