Yankees star Derek Jeter (search) received a threatening letter that reportedly warned he'd be "shot or set on fire" if he didn't stop dating white women.

The FBI (search) is investigating "racially threatening letters to Jeter and others across the country," special agent Scott Wilson said Monday by phone from Cleveland. He declined to comment further.

Jeter downplayed what he called the "stupid letter," saying he did not perceive it as a specific threat.

The Daily News (search) reported that the hate mail to the Yankees' 31-year-old captain called him a "traitor to his race" for dating white women. It warned him "to stop or he'll be shot or set on fire," the paper said in Monday editions, quoting an unidentified law enforcement source.

Similar threatening letters denouncing interracial relationships have been sent to other public figures in recent months, including U.S. Supreme Court Justice Clarence Thomas (search), Miami Dolphins defensive lineman Jason Taylor (search), and the parents of tennis star James Blake (search). The threats have been traced to the Cleveland area.

Jeter, who was in Baltimore on Monday for a game against the Orioles, said he heard about the letter two or three months ago and did not feel threatened by it.

"It wasn't like, 'I'm going to do this to you. I'm going to do that to you'," Jeter said. "It was just a stupid letter. I've gotten stupid letters before. That's basically it. Now, for some reason, it's on the front page and it's some big, huge story."

Jeter, picked by People (search) magazine as one of the world's most eligible bachelors, has been linked with models, singers, actresses and athletes of various racial and ethnic backgrounds in New York's gossip columns. His mother is white, his father is black.

In an interview broadcast Sunday on CBS' "60 Minutes," (search) Jeter said that he and his sister were taunted for being bi-racial while growing up in Michigan. But he said he has never heard any racial epithets from the fans at Yankee Stadium in his 11 seasons playing there.

The NYPD's hate crimes unit (search) recently completed a four-month investigation into the Jeter letter, which police said was mailed to Yankee Stadium earlier this season. The probe's findings haven't been made public.