An Auckland Airport spokeswoman said passengers and staff were evacuated from the arrivals hall.
A police spokeswoman this morning said the passenger was inbound from Vanuatu.
She said police were not looking to prosecute the person as the passenger had declared the shells.
The shells had been confiscated by the New Zealand Defence Force.
Police have not specified if the shells were live.
A spokeswoman for the Civil Aviation Authority said it would be contacting Vanuatu authorities about the incident.
"Anything that could impact on the safety of our passengers is of concern to us.
"We are bringing the matter to the attention of the relevant aviation regulatory authority in Vanuatu for it to review.
"We strongly encourage people to make sure they are aware of the rules around dangerous goods before they travel."
Gary Flood-Smith said after he and his wife landed on their flight NZ281 from Singapore at about 10pm, they were kept in the Customs area about an hour and a half.
"I asked [Customs officials] what was going on but they didn't say anything."
Flood-Smith only discovered two shells had been found when he got home and read the Herald online.
"My concern is that they didn't evacuate us, but it was deemed dangerous enough for them to evacuate the rest of the airport.
"I understand these things happen, and they can't just let people through Customs, but you don't know how dangerous these things are.
"They should have things in place for when something like this happens, like another secure area they could take us all to."
He said he didn't think the shells were on his plane as there were already operations under way when they landed.