Officers also found more than 3,000 rounds of ammunition and a shooting range in the actor's rural home in Douchy-Montcorbon, some 135 kilometres (84 miles) south of Paris.
Delon, 88, "has no authorisation that would allow him to own a firearm", said local prosecutor Jean-Cedrix Gaux.
The star played gun-toting gangsters in several of his most famous films, including "Borsalino" and is credited with creating the Hollywood trope of the mysterious cerebral hitman in the 1967 film "The Samurai".
Delon has been in poor health since he suffered a stroke in 2019 and has recently been the centre of an escalating family feud.
The search was ordered after a court-appointed official sent to his home noticed a weapon and alerted a judge.
Delon has rarely appeared on screen since the 1990s and his last major public appearance was to receive an honorary Palme d'Or at the Cannes Film Festival in 2019.
He did, however, attend the Paris funeral of his friend and fellow star Jean-Paul Belmondo in September 2021.
Last month Delon's youngest son filed a complaint against his sister accusing her of exploiting Delon's frailty.
The feud went public after Delon's oldest son Anthony Delon told the Paris Match magazine that his father was in a "weakened" state.
Delon senior, through his lawyer, said he was "shocked" and would file a complaint for defamation.
Concerns were first raised about him last year when his three children filed a complaint against his former live-in assistant Hiromi Rollin, accusing her of harassment and threatening behaviour.
Delon is estimated to be worth millions. He sold some 80 works of art at auction in June for more than eight million euros ($8.7 million).
