He was told that he was unknown.

"Oh God, grant," he said, "that he may not be discovered." Whilst the king was receiving the first attentions, and being conveyed to the palace, the guards stationed at the doors of the ball-room compelled all to take off their masks, asked their names, and searched their persons: nothing suspicious was discovered.

Four of the chief conspirators, men of the highest nobility in Stockholm, had succeeded in escaping from the apartment in the first confusion produced by the report of the pistol, and before the doors had been closed.

Of nine confidants or accomplices in the crime, eight had already gone away without exciting any suspicion: only one was left in the apartment, who affected a slow step and calm demeanour as guarantees of his innocence.
He left the apartment last of all, raising his mask before the officer of police, and saying, as he looked steadfastly at him, "As for me, sir, I hope you do not suspect me." This man was the assassin.
They allowed him to pass; the crime had no other evidence than itself, a pistol, and a knife, sharpened as a poignard, found beneath the masks and flowers on the floor of the opera.

The weapon revealed the hand.