"She received an SMS threat saying that she should withdraw (from the poll fray)," party sources said.
A threat was given to her life if she did not pay heed to the warning, they said quoting the SMS received by the leader last night.
Police said the party has filed a complaint and the matter was being investigated.
Sounderrajan is contesting from Virugambakkam here and today is the last day for withdrawal of nominations for the May 16 Assembly elections.