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updated 8/24/2011 8:13:12 AM ET 2011-08-24T12:13:12

Police are looking for a very naughty monkey.

"Ack! Someone mailed my show white powder & claimed it was anthrax. I'm not a big fan of that sort of thing. #thanksFBI&LAPD&LAFD&CBSsecurity," Craig Ferguson tweeted Tuesday night after authorities determined that a suspicious-looking substance sent to CBS Television City in an envelope addressed to "The Late Late Show" host was not dangerous.

But the case isn't closed just yet.

MORE: David Letterman gets an extremist death threat, pokes more fun at extremists

"The Major Crimes unit is handling the investigation," Officer Karen Rayner of LAPD media relations told E! News. "The letter did contain some threats directed at Craig Ferguson. They will be working with the FBI and our counterparts in Europe to investigate the crime."

Police believe the letter was mailed from somewhere in Europe, she said.

Story: Letterman mines laughs from death threat

Two people were briefly quarantined at the studio after coming into contact with the powder after authorities were alerted to the possibility of a toxic substance on the premises at around 2:50 p.m.

Of all the weeks to get a suspicious package!

The FBI is also investigating a threat against David Letterman made on a website frequented by al-Qaida members. A private company that monitors the web for extremist activity spotted the call to harm the Late Show host and took action.

Letterman's Worldwide Pants also produces "The Late Late Show With Craig Ferguson."

GALLERY: The Big Picture

An envelope containing white powder was sent to the "Dancing With the Stars" building at CBS Studios in November. A source close to then-contestant Bristol Palin told E! News that the package, which turned out to contain talcum powder, contained an implied threat to Bristol, but police never officially connected the two.

Additional reporting by Holly Passalaqua

© 2012 E! Entertainment Television, Inc. All Rights Reserved.

Video: Best of Late Night: Letterman laughs off death threat

  1. Closed captioning of: Best of Late Night: Letterman laughs off death threat

    >> you know who else was pretty happy, all things considered last night is david letterman . a couple weeks ago he got a death threat on the jihadist website. some of the jokes, the guy who runs the website said to his followers, we should cut out the tongue of david letterman . letterman was back on the air for the first time since this story came out. here's how he responded.

    >> we have great audiences night in and night out. tonight especially, it means a lot to me. tonight, you people are more than an audience. you're more like a human shield . i was talking to the guy from cbs. we were going through the cbs life insurance policy to see if i was covered for jihad. i'm an adult, i'm a big boy . it's the major leagues. i told a joke. you know the guy who wrote it. that really. is he up there? there he is right there. that's the guy. i think you'll find this useful. it's a list of people who hate me. here. take a look.

    >> al qaeda , sarah palin , donald trump , jay leno , the late show , the national academy of arts and sciences. dave's mailman, the women, dogs, cats, wall russs, turtles, cats.

    >> dave went on, read the top ten things that went through his mind after he heard about the threat. number six.

    >> should i wear my cavalier hair piece.

    >> i thought nobody watched the show.

    >> how can somebody be so angry at a time when kim kardashian is so happy.

    >> let's all rejoice in her happiness. up next, what if

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