Hudspeth County sheriff's officials said an initial search Wednesday night turned up small amounts of marijuana and heroin and a loaded gun. Authorities say a second search revealed a duffel bag with about 10 pounds of pot.
Officials say one of the occupants was arrested after admitting the drugs and gun belonged to him.
In a statement, Nelly blamed his staff member. The rapper said, "Neither I nor anyone else on the tour bus was aware of his decision to bring these."
Previous drug-related arrests of celebrities at the checkpoint near Sierra Blanca included Willie Nelson, Snoop Dogg, Fiona Apple and Armand Hammer.