Emails sent to the dance group Shen Yun warned that bombs at The Lodge would be set off if the troupe's upcoming performances went ahead.
Anthony Albanese was evacuated from The Lodge for three hours on Tuesday while searches were carried out.
The email, in Mandarin, said large amounts of nitroglycerine-laden explosives had been placed around the prime ministerial residence.
"If you insist on proceeding with the performance, then the prime minister's lodge will be blown into ruins and blood will flow like a river," read the email, translated and provided to AAP by the Falun Dafa Association of Australia.
"Of course, if you don't care about the personal safety of the prime minister and other high officials of Australia you can go ahead with the Shen Yun performance."
Shen Yun is a dance group linked to the Falun Gong (Falun Dafa) movement and is scheduled to perform in multiple Australian cities in coming weeks.
The group passed the threatening email to federal police shortly after receiving it.
A spokeswoman for the Falun Dafa Association said while Shen Yun regularly received threats, the emails were an escalation.
"Recent reports of a death threat directed at Australia's prime minister highlight the dangerous trajectory of (Chinese Communist Party)-linked intimidation tactics," the spokeswoman said.
"When threats extend to a nation's elected leader, this is no longer solely a matter of religious freedom or artistic expression - it becomes a direct challenge to national sovereignty, democratic governance, and public safety."
Mr Albanese thanked police following the bomb scare and urged people to dial down their rhetoric.
"It's just a reminder to take every opportunity to tell people, turn the heat down for goodness sake. We can't take these things for granted. Just turn it down," he told the Future Victoria Summit on Wednesday.
The Australian Federal Police declined to comment.
The email was the latest in a series of threats against MPs, with the AFP confirming 950 incidents were investigated in 2024/25.
That number was 63 per cent higher than the previous four financial years combined.
Finance Minister Katy Gallagher said she could not divulge more details about the threat against Mr Albanese but called it "very troubling".
"Our point of view, and the prime minister's been saying it for months, we need to take the temperature down," she told ABC News on Wednesday.
The Labor frontbencher said she could not remember a time when an incident such as this had occurred and suggested the "online world" had inflamed political tensions.
Opposition Leader Angus Taylor said in a post on X he was grateful Mr Albanese was safe and condemned threats against politicians as "utterly abhorrent".
The Lodge, in Deakin near Parliament House, is the prime minister's official residence.
It is one of two prime ministerial residences, the other Kirribilli House in Sydney.Â
Mr Albanese chose the 1920s-built, 40-room mansion on four hectares as his wedding venue when he tied the knot with Jodie Haydon in November.
He was the first sitting prime minister to wed while in office and the first to marry at The Lodge.
The heavily fortified property is fitted with cameras, biometric security scanners, high boundary walls, shatterproof windows and a safe room.