The vessel, which was also carrying military uniforms, was seized in the port of Mogadishu late on Tuesday, a senior security official told dpa.
"Al-Shabaab wants to use some entrepreneurs here in Mogadishu" to get military materials from abroad, the official said, speaking on the condition of anonymity.
The vessel's port of origin remained unclear, but police were questioning local entrepreneurs who were suspected of supporting al-Shabaab.
Security Minister Khalif Ahmed Eric said he was establishing a special team to investigate the case.
Meanwhile, United Nations Secretary General Ban Ki-moon and World Bank President Jim Yong Kim arrived in Mogadishu for a visit aimed at supporting Somalia against the al-Shabaab insurgency and in carrying out political reforms with the goal of holding national elections in 2016.
"We are here to tell Somalis that they are not alone and that we will redouble our efforts to help them protect the gains made in recent years," Ban said before meeting Somali President Hassan Sheikh Mohamud under heavy security in the country's capital.
He was accompanied by senior representatives of the World Bank, Islamic Development Bank, African Development Bank, African Union and European Union.
Somalia has battled al-Shabaab for nearly a decade. The group has gradually lost control of all major towns it once governed.
Somalia was plunged into chaos in 1991 when its government collapsed. The country has gradually been restoring stability after a permanent central government was created in 2012.