The man was arrested at about 2pm after his luggage set off security alarms at a hotel at the amusement park which last year attracted 14.8 million visitors.
A search of his luggage revealed two automatic pistols, ammunition and a Koran in his suitcase, which he claimed he needed for protection.
A woman travelling with the 28-year-old man fled when he was approached, but was later arrested.
While the police have said it is too early to say whether the case is terror related, they have opened a judicial rather than an anti-terror investigation into the case.
However, the latest incident sent shockwaves across Paris, a city still coming to terms with the terrorist attacks on November 13, which saw 130 people killed.