QPR boss Mark Hughes admits a gun pellet was received in the mail by Anton Ferdinand before yesterday's FA Cup defeat to Chelsea.
Scotland Yard said on Friday they had launched an investigation after the Barclays Premier League club notified them of a package sent to Loftus Road.
"I wouldn't call it a bullet, I think a pellet or something like that. Obviously we gave it straight to the police and let them deal with it and we took direction from them."
Asked what the letter said, Hughes added: "I won't divulge that. I think that issue was discussed at great length and it was right to be concerned about the contents of the letter.
"Obviously I had an opportunity to read it and it was not particularly nice, as I am sure you can imagine.""He was sent a letter with some bullet," Hughes said after the FA Cup fourth-round tie that Chelsea won 1-0.