Ferdinand receives bullet in post
England and Chelsea captain Terry, who denies any wrongdoing, is due to appear in court next week over the alleged racist abuse which has added extra tension to the build-up to Saturday's fourth-round match at Loftus Road.
"We are investigating an allegation of malicious communication received today at QPR football club. Officers from Hammersmith and Fulham are investigating," a Scotland Yard spokesman said.
Chelsea manager Andre Villas-Boas earlier on Thursday urged Ferdinand to shake hands with Terry on Saturday.
Villas-Boas said he was not considering leaving out Terry, who was charged in December following an incident in Chelsea's 1-0 Premier League defeat by their West London rivals in October.