Police are investigating a message on England Under-21 striker Marvin Sordell's Facebook page.
A mock-up photograph showed Bolton's Sordell with a gun pointed at his head. It showed blood across his face and chest and the message: "dont f--- with the millwall."
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 creator, believed to be a 14-year-old teenage Millwall fan, has now sent Sordell a letter of apology, according to reports.
The teenager's father told The Bolton News: "He is really sorry about what he has done. He has written Marvin Sordell an apology.
"He was with his school friends and they got upset that Millwall had been given a bad press and he has just made it worse.
"It was all a big prank and he just thought it was a joke."
He added: "We told him what he had done had made the whole situation a lot worse.
"He is remorseful. He didn't realise the consequences of it but he is realising them now.
"He is normally as quiet as a mouse. He isn't a hooligan. He only goes to Millwall when I take him.
"We are shocked he has done this."