CNN reported that the package found at the Time Warner Center mailroom was addressed to Brennan in care of the news network, which has often been slammed by President Donald Trump with his claims of "fake news."
NYPD Commissioner James O'Neill said the package address to Brennan "appeared to be a live explosive device."
Authorities said an envelope containing "white powder" of unknown origin was also found at the Time Warner Center.
Brennan, a harsh critic of Trump, is a actually a contributor to MSNBC, a sister news network to CNBC.
Trump stripped Brennan of his federal security clearance a month after the former CIA director said Trump's behavior during the July summit with Russian President Vladimir Putin was "nothing short of treasonous."
A law enforcement official told NBC News that the devices sent to Obama, Clinton and Soros are "nearly identical."
CNN reported that metal material and wires in the package sent to the Time Warner Center were discovered by an X-ray scan.
An NYPD bomb containment unit took the device out of the Time Warner Center after the building was evacuated and after members of the public were pushed two blocks away from the complex.
The complex is located on Columbus Circle, on the southwest corner of Central Park. On the opposite side of that traffic roundabout is Trump's Trump International Hotel & Tower.
The exteriors of the three packages sent to Obama, Clinton and Soros were all manila in color, had stamps on them and carried a return address belonging to Rep. Debbie Wasserman Schultz of Florida, the former chairman of the Democratic National Committee, according to NBC News. There was no suggestion that she sent the packages.
Her office in Florida was also evacuated Wednesday after a suspicious package was found, according to reports. Wasserman Schultz resigned as DNC chairwoman after her e-mails were hacked during the 2016 presidential campaign.
Later Wednesday, three congressional leadership sources told NBC News that a suspicious package addressed to Rep, Maxine Waters, D-Calif., was intercepted at a Capitol Heights, Maryland, processing facility that handles mail going to the Capitol.
Like the other intended recipients, Waters is both a critic of Trump and a target of barbs from the president.