The letter in Marathi has been signed by Ankush Bhuse, Bhaskar Kadam and Balu Lahudkar. It has the stamp of a post office in Buldhana district, Central Maharashtra, Shirdi police station in-charge Datta Pawar said.
In the letter received on Wednesday, the trio has claimed they are getting Rs.350 crore for carrying out the blast, he said.
Security around the temple is being stepped up ahead of the Christmas and New Year, when lakhs of devotees are likely to pour into Shirdi, Western Maharashtra, police said.
The letter has been sent to local Crime Branch for further investigation, Deputy Superintendent of Police Vivek Patil said.
Meanwhile, the Sansthan held a meeting of its office-bearers and asked them to be alert.