Troopers responded to the 400 block of Hickory Hill Road in Pocopson Township, Chester County on Sunday morning for a reported disturbance.
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They say Margera began punching and kicking his brother's locked bedroom door around 8 a.m., according to the affidavit of probable cause.
As his brother exited the room, police say he found a handwritten note reading, "If you ever (expletive) think of calling the police on me I will officially (expletive) you up."
The note was signed "Bam," police say.
Margera's brother then found him in the kitchen, and police say Margera began "screaming at him and became aggressive," then punched him in the head and grabbed his arm.
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Margera then said "I'll kill you. I'll put a bullet in your head," according to the affidavit.
His brother then said Margera threatened to kill everyone in the house, police say.
Margera then fled from the home and into the woods. Troopers searched the area but Margera could not be found.
Anyone with information is asked to call police at 610-268-2022.