The 53-year-old singer was reportedly escorted from her show in Watford by police after she was given the horrifying letter last Saturday.
Jane is believed to have cancelled all upcoming meet and greets after the incident, which happened during her performance at Watford Colosseum.
After personally handing the terrifying note to the star, the man reportedly identified himself before being thrown out of the venue.Â
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Jane McDonald's show in Watford before being escorted
"After the man was removed by security, he continued to call the theatre but when police turned up they weren't able to find him," a source told The Mirror.
Addressing the harassment, officers said in a statement: "Police were called to reports of a man acting suspiciously outside the Watford Colosseum at 8.38pm on Saturday, October 1.
"Officers attended but the man had already left. A search was carried out of the area but the man was not located."Â
Jane's tour manager recently took to her Twitter page to reveal that there will no longer be a stage door after the singer's shows.
"Unfortunately there will be no stage door after the show from now on due to recent circumstances and growing numbers. Martin (Tour Manager)," he wrote on the social networking site.
Despite the incident, Jane appears to be staying strong and is continuing to perform at dates across the country.
Express.co.uk have reached out to Jane's representatives for comment.Â