The US soldier released by the Taliban after five years has told military officials that he was tortured, beaten and held in a cage by his captors in Afghanistan after he tried to escape.
Sergeant Bowe Bergdahl is being treated at a US military medical facility in Germany following his release a week ago.
The New York Times has reported that Sgt Bergdahl is not yet emotionally prepared to return to his family.
His release in exchange for five Taliban militants from Guantanamo Bay has ignited a political firestorm and sparked a debate over whether the 28-year-old should be given a hero's welcome or punished as a deserter.
His home town abruptly cancelled plans for a welcome-home celebration on Wednesday, citing security concerns.
Hailey, Idaho, a town of 8,000, where Sgt Bergdahl's parents, Bob and Jani Bergdahl, live, has been swamped with hate mail and angry calls.
FBI spokesman William Facer said: "The FBI continues to monitor the situation in Hailey, Idaho. We are working jointly with our state and local partners and taking each threat seriously."
Mr Facer did not describe the nature of the threats.