Stephen Hunt said
"The club is dealing with all my letters and I don't want to say any more."
Sonko confirmed he had received a letter but made no further comment.
Chelsea's spokesman said the club had not been contacted by the police regarding the matter and added: "Naturally, we condemn any threats of this nature and we will assist the police fully if - and we stress if - there is any evidence linking these threats to any of our supporters.
Reading boss Steve Coppell played down the death threats.
"We wanted to keep it quiet, and didn't make an issue of it. We went through the proper channels and hoped it would die a death. To regurgitate it now is of no benefit to anybody.
"I don't think it's for public consumption. It's something different for the media to report but it serves no purpose to anybody else."