"It was a death threat against me and my family," Thaci said.
A Pristina news website this week reported details of a letter addressed to then-prime minister Thaci in late 2014, allegedly signed by IS chief Abu Bakr al-Baghdadi, calling on him to abandon Kosovo's alignment with the West or face "great revenge".
Thaci, who is now front-runner to become president of Muslim-majority Kosovo this year, confirmed that he had received a threatening letter from Baghdadi, saying he would "not step back or retreat from any threats" in tackling Islamic fundamentalism.
But there are now fewer than 70 still fighting, according to Kosovo's government, which has made high-profile arrests of recruiters and returnee fighters and strengthened legislation against them.
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On a recent visit to Pristina, US Secretary of State John Kerry said Kosovo had "set a powerful example" for the region but added: "It's obvious that more needs to be done."
Thaci rose to prominence as political leader of the Kosovo Liberation Army (KLA), a pro-independence ethnic Albanian guerilla group, during the 1998-1999 war against Slobodan Milosevic's Serbian forces.
More than 100 countries have recognised Kosovo's sovereignty, but not Serbia or its big ally Russia.
Thaci's image has been tarnished by a 2011 Council of Europe report that alleged he led an organised crime network during and after the war involved in assassinations and the trafficking of drugs and human organs, amongst other accusations -- charges he strongly denies.
A new EU-backed court to try alleged war crimes committed by members of the KLA is due to open in The Hague this year.
The 47-year-old said Kosovo "identifies with Euro-Atlantic values".
Kosovo hopes to join the European Union, and Thaci warned that delays to Balkan countries' integration with the bloc were "opening more room" for Russia, Islamic fundamentalism and nationalism to operate in the region.