The grenades are believed to be Russian, and date from the second world war. They were discovered in the course of excavations as part of a building project near Parliament.
The two munitions were examined by a bomb disposal team, who rendered them safe and transported them to another location for destruction.
Police spokesman Christoph Pölzl said that one can never rule out entirely the possibility that even weapons dating from more than 70 years ago are still dangerous.
Excavations in Austria and Germany regularly turn up with potentially dangerous munitions.