Serbian officials, quoted by Reuters, said they were trying to establish whether the missiles were live or not.
They said sniffer-dogs had found the missiles on an Air Serbia flight at Belgrade airport on Saturday.
Air Serbia said it was helping with the investigation.
A source at the Serbian prosecutor`s office told Reuters: "Experts are determining whether the missiles were equipped with live or training warheads.
"They were packed in proper transportation crates and supplied with paperwork."
The missiles were due to be transferred to another flight to Portland, Oregon, the source added.
In a statement, the Lebanese military said: "They [the missiles] belonged to the Lebanese army, which decided to send them back to the American company that manufactured them upon agreement with it, in accordance with legal and administrative procedures and after training with them had been completed."
The AGM-114 Hellfire is a laser-guided missile that can be deployed from an attack helicopter or an unmanned drone.
Last month, Cuba returned to the US an inert Hellfire missile that had been wrongly shipped to Havana in June 2014.
More about:
-1780923278.jpg&h=190&w=280&zc=1&q=100)
