The northbound carriageway of Furzebrook Road at Stoborough in Purbeck has been closed following reports of a possible explosive device.
A spokesperson for Dorset Police said “It is believed to be a shell dating from World War Two that has been found in the area.
“Explosive Ordnance Disposal (EOD) experts have been contacted and a cordon has been put in place for the safety of members of the public.
“We would like to thank people for their patience and understanding while the road closures and cordon are in place”.