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Six distinctive marks were found on the cartridge case which have never been seen either in the UK or elsewhere, said Det Ch Insp Hamish Campbell.
Forensic experts in the UK, Europe and further afield have all inspected the tiny marks, made with hammer blows, but none recognised the symbols.
The marks would have had the effect of holding the bullet in place by "crimping" the cartridge case, but the firing of the bullet would not have been affected, Mr Campbell said.
He said the markings could have been a trademark, habit or idiosyncrasy.
Mr Campbell appealed to gun dealers and anyone handling ammunition to get in touch if the markings meant anything to them.
He declined to say whether the revelation lent weight to one of his squad's two main theories - that Miss Dando, 37, was shot by an obsessive fan or a contract killer.
Northern Ireland
Scotland
Wales
England
BBC will screen Dando's last show
(13 Jul 99 | Entertainment)
Dando leaves £1m
(06 Jul 99 | UK)
Dando murder case reviewed
(28 Jun 99 | UK)
Jill Dando murder...50 days on
(19 Aug 99 | UK)
Top detective joins Dando inquiry
(24 May 99 | UK)
Your tributes to Jill Dando
(26 Apr 99 | UK)
Clues to the Dando murder
(10 May 99 | UK)
Plea to underworld for Dando killer
(27 Apr 99 | UK)
The 'Golden Girl' of TV
(26 Apr 99 | UK)
MPs remember Dando
(26 Apr 99 | UK)
BBC 'devastated' by Dando's death
(26 Apr 99 | UK)
Jill Dando dies after attack
(26 Apr 99 | UK)
Jill Dando tribute page
Scotland Yard
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