It was found in the central West Auckland area.
"Police would like to thank those members of the public who called the 0800 number with various sightings of similar items," he said.
On Tuesday, police issued a public appeal over the shovel, described as an 'Atlas Trade Hardwood Long Handle Round Mouth Shovel'.
Yesterday police announced that Grace's body had been formally identified and returned to her family.
Detective Beard said work continues to piece together exactly what happened to Grace, as police build a timeline of the circumstances.
Later yesterday, Grace's father, David Millane, issued a statement thanking police and the New Zealand public for their support.
Grace Millane was last seen alive on December 1, the day before her 22nd birthday.
Her body was eventually found in bush on the side of Scenic Dr in the Waitakere Ranges on Sunday.
A 26-year-old man was arrested and charged with her murder, appearing in court on Monday.
Grace, of Essex in England, came to New Zealand as part of a year-long solo OE.
