The woman, who is in her late 20s, received the sinister letter last week.
The chilling letter, which was addressed to her father at his home in Lifford, contained a note which was addressed to the woman.
The letter warned the woman to stop interfering in a social welfare investigation or she would be harmed stating the next bullet would not be in the post.
She has since been transferred from her position to another office within Donegal for safety reasons
A spokesman for the Garda Press office confirmed to Donegaldaily.com they are investigating an incident.
“Gardai at Lifford are investigating a threat to a female on Wednesday, 21st September, 2011. We have nothing further to add to this,” he said.
The woman’s father refused to comment on the family’s ordeal when approached.
A source said they are very worried about the incident and are hoping it will pass over.
“You can imagine how they felt when they opened this letter and saw this bullet inside. They were sick.
“There was also a note with the bullet and that wasn’t very nice either.
“The family are hoping this will pass but they are obviously sick to their stomachs with worry for their daughter,” he said.
The threat comes after a recent crackdown on cross-border social welfare fraud which saw people come from Northern Ireland into the Republic to claim welfare payments
In Donegal alone there has been a 35% drop in those receiving rent allowance following a blitz by welfare inspectors.
Some figures uncovered by inspectors showed the level of cross-border fraud at its height.
In Buncrana a total of 3,951 were claiming social welfare benefits, although there is only a population of 5,911 in the town and surrounding areas.
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