Packages containing bullets had been sent from Northern Ireland to Celtic manager Neil Lennon and winger Niall McGinn, it emerged on Sunday.
The packages, addressed to the two men, were intercepted by staff at the Royal Mail sorting office in Mallusk, County Antrim, last week.
The mail was bound for Celtic Football Club in Glasgow.
Police in Northern Ireland said officers were called to Mallusk office on January 5 after postal workers reported suspicions about two items of mail.
The items were removed for further examination, and police are investigating the incident.
A spokesman for Celtic said: "It is now a police matter and the club has no further comment to make."
Police are investigating the incident and have asked anyone with information to come forward.
McGinn is also a Northern Ireland international player.
Lennon, a former Northern Ireland international, has received death threats in the past.
Northumbria polic have backed calls for calm as they bid to stamp out derby day disorder ahead of the Wear-Tyne clash.
And officers have issued a stark warning to those plotting to cause chaos as they try to avoid a repeat of the ugly scenes that marred Newcastle’s last visit to the Stadium of Light in 2008.
During that game, coins and fireworks were launched at police officers and rival fans and the violence spilled on to the pitch as angry fans broke free from stewards to confront players.
Police are now set to visit every Sunderland pub before the match to try and prevent trouble forming.
Chief Supt Rachel Kearton: “We know that the overwhelming majority of fans are well-behaved and want nothing more than to attend the game and enjoy the occasion.
“All supporters will receive a warm welcome in Sunderland but anyone intent on causing problems should stay away and let the real fans enjoy their day out. We would remind fans they need to behave responsibly both inside and outside the stadium or they risk being arrested and banned from future matches.”