Bomb disposal experts were called to the Stewartry after suspicious debris was discovered on the shore.
A walker discovered the items near Southerness last Wednesday morning and contacted the Coastguard.
Senior Coastguard operations officer at Kirkcudbright Stewart Bryden said: “Someone discovered four objects in the mud and called our centre in Belfast.
“On inspection four, three inch projectiles were discovered washed up on the shore. We’re not sure where they came from, possibly Beaufort’s Dyke, there’s lots of stuff in the water.
“The teams from Kirkcudbright and Portling cordoned off the area. The following morning when the tide was out the Royal Navy EOD came down and carried out a controlled explosion.”
Mr Bryden urged anyone who discovers anything suspicious when walking on the beach to call the Coastguard on 999.
He added: “If in doubt, please call it in.
“No call is a waste of time – we don’t want kids messing about in the mud with something dangerous.”