While the American space agency has pinpointed one as a comet, the other has left it slightly more baffled.
The comet is set to fly close to Earth this week, but the mystery object isn't expected to make an appearance until February.
The object, dubbed "2016 WF9", was detected by NASA's asteroid- and comet-hunting NEOWISE project on 27 November 2016.
It is roughly 0.3 to 0.6 miles (0.5 to 1 kilometres) across and is in an orbit that takes it on a scenic tour of our solar system.
At its farthest distance from the sun, it approaches Jupiter's orbit.
Over the course of 4.9 Earth-years, it travels inward, passing under the main asteroid belt and the orbit of Mars until it swings just inside Earth's own orbit.
After that, it heads back toward the outer solar system.
However, NASA scientists are not sure whether it is a comet or an asteroid .
"2016 WF9 could have cometary origins," said Deputy Principal Investigator James "Gerbs" Bauer at NASA's JPL.
"This object illustrates that the boundary between asteroids and comets is a blurry one; perhaps over time this object has lost the majority of the volatiles that linger on or just under its surface."
While 2016 WF9 is dark like a comet, it appears to lack the characteristic dust and gas cloud that defines a comet.
On 25 February, 2017 WF9 will approach Earth's orbit at a distance of nearly 32 million miles (51 million kilometres) from our home planet.
NASA said that the object is "not a threat to Earth for the foreseeable future".
Below is an artist's rendition of WF9