A photograph of a decapitated man was accompanied with the words: "Warning, I am going to kill you and kill all of your family."
Scotland Yard said it was not treating the emails as a terrorist related incident.
"The Metropolitan Police Service are investigating a linked series of threatening e-mails which have been received by a number of MPs since Friday, August 26. All of these emails have been received via MPs' parliamentary email accounts," a Metropolitan Police statement said.
Police Scotland is one of the other police forces involved in the investigations.
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Chief Superintendent Craig Naylor said: "I can confirm that a number of threats were sent to several politicians on Friday evening, and which have been reported by them or their staff.
"Police are following a positive line of inquiry. Appropriate advice has been given concerning personal safety and security for the politician, their families, staff and premises."
Labour MP Chris Bryant disclosed the threats to the media, saying he along with at least 24 other MPs had received the emails over the weekend.
The threats come in the wake of the brutal murder of Labour MP Jo Cox, who was shot three times and stabbed to death outside her constituency office in Birstall, West Yorkshire, in June this year.
There have been calls for increased security measures for politicians following the killing.
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