Police were called to the Supper Club after someone allegedly was seen carrying a gun inside the club at the same time Williams was in attendance, reports TMZ.
The comedian and two members of his entourage were detained for questioning by law enforcement officials.
One member of Williams's entourage was booked on a separate traffic offence.
Williams has since been released from custody without any charges. The comedian insisted this morning that the entire incident was a misunderstanding.
Williams was previously arrested in June 2011 for allegedly being involved in an altercation with a tractor driver on his property.