Nikos Kotzias has received other threatening letters and calls in recent months.
"The new envelope ... contained a bullet and a letter with references to his efforts on the Macedonian issue," a police official told Reuters on Saturday.
A letter addressed to Kotzias in February said there were "three bullets" for him.
Greece, which has its own region called Macedonia, has objected to its neighbour's name since it broke away from Yugoslavia in 1991.
The small ex-Yugoslav republic and Greece have agreed to step up negotiations this year to resolve the dispute, which has frustrated Skopje's ambitions to join NATO and the European Union.
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