The man said the slug gun was for sale. No threats had been made to anyone in the area, including the Work and Income office, police said, and the man was questioned on unrelated matters.
Brendan Boyle, Ministry of Social Development chief executive, last week announced that Winz offices across New Zealand would from Monday post guards who would request identification from all Winz visitors and refuse entry to people deemed a risk.
There had been more than 120 people banned from Winz offices nationally over the past financial year, Mr Boyle said, and 288 assaults and threats made on Winz workers last year.
"The vast majority of our clients are a pleasure to deal with despite being in often difficult circumstances. We take these extremely seriously. The bottom line is no staff should be subject to intimidation."
A Wairarapa Times-Age request was made to the ministry for detailed information about the number of threats and assaults on Masterton staff in the past year and the security arrangements at the Masterton office before and after the shootings in Ashburton.
A spokesman said the level of detail being sought about the Masterton office would require an Official Information Act request.
Cameras were last week in plain view and fitted to the walls of the open plan Winz offices in Masterton and a sign at the entrance warned visitors of operational security cameras and that guards were on duty.
Mr Boyle also had earlier said other measures at Winz offices included panic buttons and emergency site plans as well as cameras and guards.
"We have security protocols in place at all sites. We will be looking at what else might be needed."
The heightened security had left some Winz clients fearing a ban "if the guards don't like the look of you", according to online news site All About Hawkes Bay.
There also were concerns "some clients may feel that they won't be able to question Winz staff over decisions made for fear that they may be told to leave the building".
Napier councillor and Hawkes Bay benefit review committee member Michelle Pyke told the news site "it would be a concern if the extra layer of security increased the frustration typically felt by people using Work and Income services".
A celebration of song, prayer and tributes was held in Ashburton yesterday for the shooting victims after Ms Cleveland, 55, was laid to rest in Alexandra on Saturday, and Ms Noble was farewelled at the Ashburton Event Centre on Monday.
The hour-long community civic service attracted hundreds of people to Baring Square East in the town yesterday.
Ashburton Benevolent Trust has set up a fund for the victims. Contributions can be made online or at any Westpac Bank branch - account name: The Ashburton Victims Fund. Account No: 03-0835-0342252-00.
