This has been the second letter implying a death threat to the President. However, it is the first time his wife has received one.
The menacing package, which was addressed to Sarkozy, was delivered to the Elysee palace on Thursday, Apr 9, the Scotsman reports.
The two 9mm rounds were sent with a threatening letter posted in southern France the day before. It was intercepted by security before it reached the president's office.
Elysee palace officials did not reveal the contents of the letter, but said an investigation had been launched to discover who sent it.
The Parisian prosecutor's office, which is handling the investigation, said the package was similar to previous ones received in recent weeks by Mr Sarkozy, justice minister Rachida Dati and other members of the French government.
Last month the French police had arrested a potential suspect, who was released later without a charge.