SSST member Sachin Tambe and in-charge of temple administration Rajendra Jagtap received the letter two days ago by post, an official of Shirdi police station said.
As per the officer, the letter states that Tambe, Jagtap and their kin would be killed using a bomb.
The anonymous letter also demanded Rs 20 lakh from the duo, he added.
Following a complaint, a case under section 507 (criminal intimidation by an anonymous communication) of IPC was registered, he said, adding a probe was on.