The contents turned out to include banners from the Masters and a letter, Roanoke Fire Department Chief Mike Duncan said. He said Nelson's wife, Peggy, called police Friday after deciding the writing on the package looked peculiar and noticing that the postage had not been canceled.
Remains from the package were given to police, but Duncan said nothing appeared criminal.
'We just have to err on the side of caution,' Duncan said.
Nelson, 94, won five majors in his career and had one of the greatest years in golf history when he won 18 tournaments in 1945. His ranch in Roanoke is about 25 miles from where the Byron Nelson Championship is held annually in Irving.