The talented forward revealed he had received the threat through social media site Snapchat.
An audio message clearly reveals the threat being made against Maddison.
Peterborough United said in a statement: “The club are aware of the threats. We are in conversation with Marcus.”
It was not stated whether the police have been contacted.
Posh have accepted two bids from Maddison from Championship club Charlton Athletic and Birmingham City after his release clause was triggered.
It is expected he will now leave during the January transfer window, but even if he does not manager Darren Ferguson has already ruled out a return to the starting line-up for Maddison after stating this week that he wants “closure from the circus act surrounding him”.