Police are examining 19 live shotgun cartridges found on Upper Cheung Sha Beach on the weekend.
A local resident walking his dog early Saturday morning found 15 cartridges midway between the low and high tide marks.
A full search on Sunday found another four cartridges, Lantau police said.
The casings, manufactured by Italian firm RC Cartridges, showed signs of rust but were unused.
They are not used by any Hong Kong law enforcement branch.
The shells have been sent to the forensic firearms division to ascertain their purpose.
Anyone with information can call Lantau police on 3661 1932.
Last year local hikers discovered 800 bullets on remote Nga Ying Shan near Tai O – most likely blanks used in a British military training exercises 30 years ago.