According to Pro Football Talk, Scottsdale police said Incognito is facing counts of disorderly conduct and threats in relation to the arrest.
Per Mike Florio of Pro Football Talk, the Scottsdale Police Department released a statement saying Incognito damaged property and shouted at employees inside the funeral home.
Incognito then allegedly "threatened to retrieve guns from his vehicle and return to shoot the employees."
Incognito was reportedly "out of control," which led to police arriving on the scene and taking him into custody.
In May, Incognito was placed on psychiatric hold following an incident at a Florida gym.
According to TMZ Sports, Incognito allegedly threw a dumbbell at a man and was "rambling about the government."
The 35-year-old lineman announced his retirement from the NFL in April before later asking for his release from the Buffalo Bills so he could play elsewhere.
While Buffalo did release Incognito, he remains unsigned.
In July, Incognito refused to close the book on his NFL career, but he told TMZ Sports that he wants to run for political office.
After getting suspended in 2013 for the bullying scandal involving then-Miami Dolphins teammate Jonathan Martin, Incognito went unsigned for the entire 2014 campaign.
He signed with Buffalo before the 2015 season and went on to reach three consecutive Pro Bowls.