The incident occurred during a Grand Prix competition in figure skating in Chongqing in China.
TV footage showed Ren Junfei and Xing Jianing sitting with a large toy shaped like a robot marked "DF-61" while waiting for their scores during the competition.
The toy was held up for a short while by the competitors, a coach and then placed over Xing Jianing's knee.
DF-61 is a new Chinese-made ballistic missile that can carry nuclear weapons and was showcased at a major Chinese military parade in September.
The International Skating Union is now investigating the matter further and says the following in a statement to AP:
"ISU is aware that an inappropriate toy appears to have been among those thrown onto the ice by spectators after a performance. The toy was then held by the skaters who had just performed. ISU regrets the incident and will investigate it further."
The Chinese ice dancers finished eighth out of ten pairs in the ice dance event.
