Police are investigating a message on England Under-21 striker Marvin Sordell's Facebook page.
A mock-up photograph showed Bolton Wanderers striker Marvin Sordell with a gun pointed at his head. It showed blood across his face and chest and an abusive message.
A Scotland Yard spokesman said: "No formal allegations have been made to us but officers have been investigating the claims made through the club media and social media. Investigations still continue."
The page appeared earlier this month after Millwall beat Bolton 2-1 and Sordell claimed on Twitter that he and three team-mates had been subjected to racist chants.
The creator, believed to be a 14 year-old teenage Millwall fan, has now sent Sordell a letter of apology, according to reports.