The newspaper Wednesday quoted two unnamed sources as saying a second letter containing the poison was found at a building in Washington that houses the Bloomberg-financed advocacy group Mayors Against Illegal Guns.
Both letters were postmarked from Shreveport, La., May 20, law enforcement sources told NBC News.
The New York letter was found at 100 Gold Street, where the Department of Housing Preservation and Development is located.
"The writer, in letters, threatened Mayor Bloomberg, with references to the debate on gun laws," said Paul Browne, chief spokesman for the New York Police Department.
Investigators said they believe one person sent both letters.
Police officers who came into contact with the New York letter were examined for minor signs of ricin exposure they presented Saturday, but the symptoms later subsided.
The FBI and the NYPD's Intelligence Division, responsible for protecting the mayor, were investigating.