Sultan said she always carries the grenade for personal protection.
"I receive threats on a daily basis," she told the Libya Herald.
On Wednesday, Sultan brought the grenade to meet with officials at the council building in Tripoli, and she handed the weapon to security staff at the metal detector.
Security staff called police, who came to the scene.
Sultan said she told authorities that as a member of Congress, they had no right to investigate her.
Police have not launched a probe, the Herald said.