Philadelphia police said both the US Federal Bureau of Investigation and Secret Service were investigating, but would provide no details.
NBC News said the letter sent to Maryanne Trump Barry, 78, in Philadelphia was similar to one received on Thursday by Eric Trump in New York.
That letter warned that if the billionaire businessman did not withdraw from the White House race, his children could suffer, according to local news reports. The letter contained a white powder that was found to be harmless.