Officers are investigating after reports of “loud bangs” heard in the Sandhill Lake area of Worksop.
It happened at around 9pm on Thursday (July 13).
Police cordoned off an area south of the lake the following day and Ordnance disposal experts also attended the scene.
Detective Chief Inspector Lee Young, of Nottinghamshire Police, said: “We are continuing to investigate the circumstances and the source of the bangs.
“We’re appealing for any witnesses or anyone who has any information to call Nottinghamshire Police on 101, quoting incident number 142 of 14 July 2017, or Crimestoppers anonymously on 0800 555 111.”