Investigators then contacted the director of security at Madison Square Garden in an attempt to reach Felton, police said.
Felton made no statement after he arrived at the precinct with a lawyer, police said. He was expected to be arraigned later Tuesday on three charges of criminal possession of a weapon in the second, third and fourth degrees. Police said the charges don't stem from Felton using the firearm in a menacing manner but from possessing an unregistered gun.
A Knicks spokesman said the team had no immediate comment. Lawyers for Felton had no immediate comment and an attorney for Raymondo-Felton didn't respond to messages.
Raymondo-Felton is a law student at Fordham University School of Law, a spokeswoman confirmed. Court records show she filed for divorce from Felton on Feb. 18.
The Knicks had no game scheduled Tuesday. Felton had eight points and seven assists Monday in the Knicks' 110-108 loss to Dallas. The Knicks brought the point guard back for a second stint in New York in July 2012, opting to let Jeremy Lin leave, and Felton helped the Knicks win the Atlantic Division last year.
But he has had a disappointing season, averaging 10.4 points and shooting 40 percent while missing 16 games with a series of injuries. He has been frequently criticized by fans as the Knicks have fallen to 21-36.
Felton is not the first pro athlete to run afoul of New York's strict gun laws. Then New York Giants wide receiver Plaxico Burress was arrested in 2008 after accidentally shooting himself in a Manhattan nightclub. He served two years in prison.
Fighter Robert Guerrero was arrested at John F. Kennedy Airport last year after he presented a locked gun box containing an unloaded handgun during check-in. He pleaded guilty to disorderly conduct and was ordered to pay a $250 fine and complete 50 hours of community service.
In other high-profile cases, multiplatinum-selling rappers Lil Wayne and Ja Rule both were arrested in Manhattan, separately, on gun-possession charges in their vehicles after leaving the same concert they had both played in 2007. Both pleaded guilty to attempted gun possession charges; Lil Wayne spent about eight months in a city jail; Ja Rule served most of a two-year prison sentence.