The protective detail was provided the freshmen senator for when he is in Washington and at his home in West Miami, The Miami Herald reported Tuesday.
Rubio has been in the spotlight for weeks after speculation surfaced that he was on a short list of potential running mates for presumptive Republican presidential candidate Mitt Romney.
Rubio's office said no further information about the threat, such as when it was made or its nature, would be released.
The U.S. Capitol Police and the West Miami Police Department were providing security and investigating the threat, the Herald said.
Biologists detail four new deep-sea 'killer sponges'
Pregnant Mila Kunis wins 'Best Villain' at MTV Movie Awards