A walker found the shell on Broomhead Moor yesterday and took it to their home in Carr Road, Deepcar.
A South Yorkshire Police spokesman said: "Yesterday, it was reported to police that a member of the public had found an old smoke shell, while walking on Broomhead Moor in the Peak District.
"The EOD ( explosive ordnance disposal) were consulted and are collecting the shell today from a property in Carr Road, where it was taken to."