Larkhall Police Office in South Lanarkshire, was evacuated and the surrounding roads closed after the incident which happened at 3.50pm yesterday.
An Army Bomb Disposal team was called to the scene.
Caledonian Road, where the station is located, was closed off to all vehicles and pedestrians and nearby MacNeil Street and Union Street were also cordoned off.
Larkhall Railway Station, which is nearby Caledonian Road, was also closed and police advised commuters to leave the train at the Merryton station, as the Larkhall exit was not accessible.
Trains were disrupted at about 4.45pm, while emergency services dealt with the incident between Larkhall and Merryton railway stations.
Services to Larkhall terminated at Merryton and started back from Merryton.
A spokeswoman from Strathclyde Police said: "A member of the public handed what appeared to be an unexploded shell into Larkhall Police Office at 3.50pm.
"The building has been evacuated as a precaution as well as Caledonian Road, MacNeil Street and Union Street.
"Caledonian Road is closed off to all vehicles and pedestrians.
"Anyone who is travelling on the Larkhall train line is advised to get off at Merryton Station."
A ScotRail spokesman said: "We introduced replacement buses between Larkhall and Merryton and services began returning to normal within an hour of the incident.
"We apologise for any inconvenience caused by circumstances beyond our control."