Claudio Fava, chair of Sicily's regional anti-mafia commission, on Monday received an envelope containing a 7.65-calibre bullet.
DIGOS security police have already opened a probe into the incident.
The envelope only contained the bullet, nothing else, DIGOS said.
The anti-mafia commission, under Fava's lead, is working on various cases including the so-called "Montante system" named after the former head of Sicilian industrial federation Sicindustria, Antonello Montante, who was placed under house arrest on May 14 on charges of conspiracy to commit corruption.
It is also working on cover-ups and "deviations" in probes into the 1992 Mafia bomb slaying of anti-Mafia magistrate Paolo Borsellino.
Claudio Fava's journalist father Giuseppe was murdered by the Mafia in 1984.