Sydney-based 2DayFM radio announcers Michael Christian (L) and Mel Greig

Death threats ... Michael Christian and Mel Greig.

SYDNEY police are investigating death threats made against Mel Greig and Michael Christian, the 2Day FM DJs who made the "royal hoax" call that may have contributed to the suicide of a British nurse.

A letter "which contained a number of threats" has been seized by Eastern Suburbs detectives, a police spokesman said.

Police are holding discussions with the radio station's management, the spokesman said.

Anyone who knows about the matter should call Crime Stoppers on 1800 333 000.