They seized the gun, believed to be capable of firing up to 30 rounds, as well as "five passports" before taking him to the city's central station to be questioned.
It is understood he made a statement before being released from custody after nearly six hours.
He is now due to return there by Monday.
Speaking exclusively to the Daily Mirror, Fashanu, 52, said:
"I was not arrested - I went to the police station voluntarily.I'll go back tomorrow morning to the police station. I expect to pay a fine.It was an old fashioned firearm. I don't actually know what model it is - it's like a stub gun."
Fashanu, who is preparing to fight a bitter divorce case against his estranged wife Abigail at Nigeria's High Court, claimed she called in cops in revenge for him ending their marriage.
Meanwhile In an interview with UK Mirror, Amal said her father suffered many domestic abuses from Abigail
"She has been dubbed the black widow back home in Nigeria and it is spot on. He was enchanted. While they were together I went from seeing my dad once a month to once a year. He vanished from his children's lives. When I called to find out how he was and asked him to fly to London to see me, he would just say he couldn't talk. I could sense Abigail was in the background, controlling him. He has always had that tough-guy image but it was as though she brainwashed him. I know he suffered domestic abuse.
Dad told me she attacked him more than six times, even though he only reported it three times to the police. One attack was with a sword. Another was with a glass. He also told me she'd fritter away £2,500 'play money' he gave her, then ask for more. He was stupid and senseless but he feels huge regret now and is finally happy and free of her."
Amal (above) who says her father has never stayed long with a woman, blamed his actions on his parents getting divorced when he was much younger. Fashanu was with Amal's mother, Spanish model Marisol Acuna Duenas, for nine years. He then married another model, Melissa Kassa-Mapsi. They divorced in 2004 after having two sons, Amir and Akim, and daughter Alana.
"Our situation has always been unusual. I call us a modern family because from a very early age I have never known Dad to stay with one woman for too long. Maybe it is because his parents split when he was young. Maybe it is because women are his weakness. He loves their company – the affection, the touching, the cooking."
She also spoke on the first time she met Abigail after her dad married her
"As soon as Dad walked through the door with her I knew something was wrong. He had this big lump under his left eye. It looked bruised, like he had been struck, and there was a scar I could clearly make out. I knew I couldn't ask him about it with her in the room. He seemed on edge. Abigail seemed very reserved and kept me at arm's length. I couldn't see what Dad saw in her. She claims she is 48 but Dad told me she is actually several years older than him. He has stunning women of my age throwing themselves at him, yet he went for her. It was only after I heard they were splitting that he told me the truth about his eye. He said she came at him from behind with a glass and cut him after becoming increasingly jealous. He told me, 'She was convinced I had been having an affair. All she can think is that I am sleeping with another woman – and it is not true. He would never raise a hand to her though. He is too respectful of women to ever harm them."
"I haven't asked my dad about those rumours, because I honestly don't want to know. I am traditional and a Catholic. Abigail was obviously good fun in the bedroom, because I can't think what else she had going for her. But I also know that footballers do those things. He also doesn't need to sleep with his maid, as Abigail has claimed. He could sleep with anyone, so what on earth would he do that for? It simply isn't true. He has said Abigail was always around women, though. She has asked him to retract comments that she is a lesbian because she wants to be a pastor."
The divorce case between Abigail Igwe and John Fashanu comes up today Monday June 1st. Abigail is allegedly asking for 50 million pounds divorce settlement.
