There've been weeks of discussions about whether England should play in Zimbabwe because lots of people don't agree with the way the President, Robert Mugabe, runs the country.
Now some of the team have been sent anonymous letters at the hotel they're staying at in Sydney, Australia.
Captain Nasser Hussain reported the threats to the England and Wales Cricket Board earlier this week.
"They were receiving threats about the possibility of disturbances and riots during and in the lead up to our match."
England are due to start their World Cup matches with a game against the Zimbabwe team on 13 February.