Joint commissioner of police (crime) Himanshu Roy said they were in the process of obtaining the CCTV footage of the office to identify and track the courier.
Written in English on a plain paper, the letter threatens to harm Ambani for hurting the sentiments of the minority community by investing in Gujarat and supporting Modi.
Demanding release of an IM operative, Danish, the letter says the RIL chief would come to harm if the demand is not met.
Accusing him of grabbing the Waqf Board property at Altamount Road to build his house, the letter also threatens damage to the 27-storey mansion Antilia.
A Lashkar proxy, IM is the prime suspect in the February 21 twin blasts in Hyderabad which killed 16 people. One of its operatives, Danish Ansari, a native of Darbhanga in Bihar, was arrested in January for sheltering the Bhatkal brothers, the co-founders of the terror outfit, before they fled to Pakistan.
When contacted, an RIL spokesperson refused comment, saying the matter was being investigated.