Preliminary tests on two letters sent to New York City Mayor Michael Bloomberg suggest they contain the deadly poison ricin, say police.
The writer threatened Mayor Bloomberg, referring to the debate on gun laws, they said.
Emergency personnel who came into contact with one letter showed minor symptoms of ricin exposure.
It is unclear whether there is any link to other threatening, ricin-laced letters sent to public figures.
A Mississippi man is charged with sending letters to President Barack Obama, a judge and Mississippi senator, and another man has been arrested in Washington state over letters sent to a judge.
Police said preliminary testing of the letters sent to Mr Bloomberg indicated the presence of ricin, which is extracted from castor beans.
One thousand times more toxic than cyanide, it can be fatal when inhaled, swallowed or injected, although it is possible to recover from exposure.
One letter was opened at a Manhattan postal facility on Friday and the other at the office used by Mr Bloomberg's Mayors Against Illegal Guns lobby group in Washington on Sunday.
Civilian personnel who came into contact with the letters experienced no symptoms but emergency workers involved with the letter at the postal facility "are being examined for minor symptoms of ricin exposure that they experienced on Saturday but which have since abated", said the New York City Police Department (NYPD) in a statement.
It said the FBI Joint Terrorism Task Force and the NYPD Intelligence Division - responsible for the mayor's protection - were investigating the threats.
Mayor Bloomberg is an outspoken campaigner for tighter gun laws.
The firearms debate polarises Americans and has leapt to the top of the political agenda since 26 people died in a school shooting in Connecticut in December.