The central Auckland venue is hosting the WTA Tour's Auckland Classic and a small group of protestors were outside when the evacuation too place.
A tournament spokesman said the centre was evacuated at about 1040 (2140 GMT) before security and police carried out a search.
"We spoke to the owner of the bag and nothing suspicious was found in it," Inspector Kerry Watson told reporters. "It was just a bag a normal spectator would bring in.
"The management reacted quickly. They dealt with it well. There was no threat."
Play had been due to get under way at 1100, but was held up for about 20 minutes.
Tennis Auckland chief executive Greg Bramwell said the evacuation of up to 500 people was standard practice when an uanattended bag was discovered and had nothing to do with Peer's involvement.
"We believe we needed to be erring on the side of caution and be responsible in this bag being unattended," he told Fairfax media.
"From day one we've put additional security on for this tournament, it hasn't been because of Shahar Peer or any individual, we felt we needed to be diligent in the process we took from a security perspective."
The unseeded Peer quickly dispatched Slovenia's Polona Hercog 7-5 6-3 in the first match on Court Four. She was due to play a first round doubles match later on Tuesday.
The New Zealand Press Association reported that about 10 protesters, who are opposed to Israel's treatment of Palestinians and support a boycott of the country, had been outside the venue protesting against Peer's presence in the tournament.
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