A special squad of anti-terror police is working to find the author of the threat, aimed at the America's Cup in Auckland, and sent to the U.S. Embassy and British and Australian High Commissions.
Cyanide crystals were found in one of the letters intercepted by postal workers at the Auckland mail center, though white powder in all the letters was not anthrax, counter-terrorism police chief Assistant Commissioner Jon White said.
The letters, addressed to the ambassadors of America, Australia and Britain, said the group aimed "to challenge the actions of the great satan America and resist its imperialist ambitions in the Islamic world."
"September 11 waits at the Americas Cup for instruction if Iraq is attacked by the host of satan all interests and there supporters will be attacked by September 11," the letter said.
"September has stockpiled 25 kilo weapon grade cyanide and will use those against those interests wherever they are," it adds.
All three states would "suffer" because of "foreign policies," said the letter, copies of which were intercepted by postal staff before they reached the diplomatic posts.
White said it would be imprudent not to take the letter seriously and allow the public to take precautions, but added the group was unknown in New Zealand.
"To our knowledge there is no group operating under that name (September 11) in New Zealand," he told National Radio. He said the name had been used by a group in Australia.
"We haven't got any firm leads at this point," he said, adding that with the letter now public "we will see if people ... can provide us with information about it."
Police were reviewing security at the America's Cup, already tightened before the "serious terrorist threat" was made public.
Anti-terror security is already at the highest level the country has experienced, and police are working closely with diplomatic missions, White added.
Police documents experts in Wellington are examining the letter, identical copies of which were addressed to the three diplomatic missions and an Auckland newspaper.
They will compare it with a letter containing cyanide paste sent to the U.S. Embassy prior to the January 2002 New Zealand Golf Open, in which Tiger Woods played.
White said police believe the letters could be linked, with both containing specific Islamic references as well as cyanide. The author of the letter threatening the golf tourney was never found and its text never released.
Cyanide is widely used in animal pest control, mining and other industries, and is readily available throughout New Zealand.
Police warned people to be vigilant with food in public places and when traveling by public transport, but didn't elaborate. A similar warning was issued during last year's golf tournament.
At the America's Cup venue on Viaduct Harbor in downtown Auckland, restaurant and cafe operators removed open sugar bowls, salt and pepper shakers and self-service water jugs Wednesday.
It was one of several safety measures recommended by Auckland District Health Board medical officers to about 150 food outlets round the venue.
Medical officers are to visit all venues, yachts and cup syndicate bases over the next few days to warn staff of the possibility of willful contamination and to be alert to suspicious behavior.