Officers said they watched as the rapper, whose real name is Earl Simmons, took a gun from a holster and put it under the front seat of his 1964 Chevrolet convertible outside a club called Buzz on Friday night.
They issued Simmons a misdemeanor citation for not having a permit to conceal the weapon, Scottsdale Police Detective Sam Bailey said.
The 35-year-old rapper has had a series of run-ins with the law.
Earlier this month, DMX was cited for traffic violations by officers in White Plains, N.Y. Last month, he was arrested in London after allegedly refusing to put on a seat belt and becoming abusive on a flight from New York.
He served 70 days in jail last year for violating his parole following a 2004 incident in which he posed as an undercover federal agent and crashed his sport utility vehicle through a security gate at Kennedy International Airport.
A week after he pleaded guilty in that incident, new York state police accused him of driving over 100 mph on Interstate 684.
He was behind the 1999 hit single "Party Up (Up in Here)." His last album was "Grand Champ" in 2003, but he is working on another album, to be released this summer.