According to local press organisation, Sheffield Now, St Mary's church in High Green got a letter that said: "Stop all your services straight away / If you don't your church will be petrol bombed while in service. Continue behind closed doors, your congregation members will be stabbed one by one. Blood on your hands. (You have been warned)".
South Yorkshire police have handed the investigation over to the West Midlands as all the letters had a postmark from that area.
They told Premier: "West Midlands Police is investigating after several threatening letters have been sent to mainly churches and supermarkets across the region and officers are aware of a few sent further afield over a period of months. Enquiries remain on-going."
The Times report that seven churches in the West Midlands area have received letters of a similar nature. One primary school decided not to take the children to an Epiphany Mass at the church.
Fr Andrew Browne from St Mary's Church in High Green said he was told that at least 15 letters had been received by churches nationally during the Catholic Bishops' conference last week.