The weapon was one of a pair of daggers discovered by British archaeologist Howard Carter in 1925 within the burial wrappings of the teenaged king.
The origin of its unrusted iron blade has baffled scientists because such metalwork was rare in ancient Egypt.
Tutankhamun was mummified more than 3,300 years ago.
Italian and Egyptian researchers used "a non-invasive X-ray technique" to confirm the composition of the iron without damaging it, according to a study published in the journal of Meteoritics and Planetary Science.
"Meteoritic iron is clearly indicated by the presence of a high percentage of nickel," the study's main author, Daniela Comelli, said.
They compared the composition of the dagger to known meteorites within 2,000km around the Red Sea coast of Egypt, and found that one in particular - which landed 150 miles (240km) west of Alexandria - contained similar levels of nickel and cobalt.
Ancient Egyptians attached great significance to meteoritic iron for the production of fine ornamental or ceremonial objects, the researchers say.
"They were aware that these rare chunks of iron fell from the sky already in the 13th [Century] BCE, anticipating Western culture by more than two millennia," they write in their findings.
The high manufacturing quality of the blade in comparison with other simple-shaped meteoritic iron artefacts "suggests a significant mastery of ironworking in Tutankhamun's time", they say.
The dagger - which features a decorated gold handle and a gold sheath with a floral lily motif on one side and a feather pattern on the other - is now on display at the Egyptian Museum in Cairo.
Tutankhamun (1336 BC - 1327 BCE)
- The 11th pharaoh of the 18th dynasty of Ancient Egypt
- Made famous by the discovery of his completely intact tomb by the British archaeologist Howard Carter in 1922
- He was about 17 when he died and was likely to have inherited the throne at the age of eight or nine
- Chief achievement during his short time on the throne was repairing the damage inflicted upon the temples of Amun during his father Akhenaten's tenure
- Uncertainty still surrounds Tutankhamun's death. He may have been assassinated, or died as the result of an injury received while hunting