King was travelling through Cleveland's Hopkins International Airport when the incident happened.
Hopkins Airport spokeswoman Jacqueline Mayo said King, 79, was stopped by members of the Transportation Safety Administration (TSA) on Sunday night.
She said King had ammunition for .38-calibre and .357-calibre firearms in his bag.
Mayo said the ammunition was confiscated and that King was released to continue his trip, she believed to Florida but she said she didn't know if King received a citation.
It is believed King had initially travelled to Cleveland for his wife's funeral, after Henrietta King, 87, died earlier in the week from complications from stomach cancer.