The Austrian Olympic Committee has received an anonymous letter from Russia containing a kidnap threat against alpine skier Marlies Schild and skeleton pilot Janine Flock during the Sochi Games.

The letter was delivered on Monday to the mailbox of its Vienna office, AOC general-secretary Peter Mennel said on Tuesday.

"It is correct that we got a letter, it was in the mailbox yesterday. We immediately contacted the federal criminal bureau, which is investigating," Peter Mennel, secretary general of the Austrian Olympic Committee, told the Austria Press Agency.