He posted the letter on Twitter and spoke about it on ABC's "This Week with George Stephanopoulos."
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Kinzinger, a Republican from Channahon, said the threat was mailed to his house a couple days ago.
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"I'm not worried personally. ... It threatens to execute me as well as my wife and 5-month-old child," he said. "I've never seen or had anything like that. It was sent from the local area. I don't worry, but now that I have a wife and kids it's a little different. There are people that -- there's violence in the future, I'm going to tell you. And until we get a grip on telling people the truth, we can't expect any differently."