Chicago Mayor Richard Daley says he is concerned for the safety of his family after receiving a threatening letter from an anonymous sender.

Daley said the letter sent to his office was so threatening it left him concerned that his family may be in danger, the Chicago Tribune said Sunday.

You wonder how people can get so-hatred, hatred, and that's what it is, Daley said Saturday. You worry about your family. I love public life. I love being mayor, and these things are difficult to deal with.

FBI investigators were attempting to determine if the letter is linked to an April 24 arson attempt near the mayor's vacation home in Grand Beach, Mich. The fire destroyed a neighboring home and garage but did not burn Daley's home, the newspaper said.

The FBI said in a statement the threatening letter and others like it were probably related to the April 14 shooting death of a cougar by Chicago police officers.

These letters appear to be written by the same group or individual and threaten physical harm to specific individuals and entities in connection to the recent shooting of a wild cougar in Chicago last month, the FBI said.

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