Inter received a letter containing threats against head coach Antonio Conte and have informed the relevant authorities, the club confirmed in a widely distributed statement.
Reports claimed the letter, which arrived at Inter's headquarters in Milan, contained a bullet along with references to the former Chelsea boss.
Inter are second in Serie A following a five-game unbeaten run, including victories in their last three league matches.
The club's statement contradicted some reports that indicated the letter was sent directly to Conte.
"In relation to the news published today, Antonio Conte has not personally received any threatening letter," the statement said.
"Consequently, he did not go in person to file a complaint.
"It was the club that received a letter and, as per the practice in this kind of situation, proceeded to contact the competent authorities."
Inter's next fixture sees them travel to Torino for a Serie A clash on November 23.