Emergency services were called to the studios after the package was found on the lot. Experts insisted the powder was not dangerous, but the item was still sent to a laboratory for further testing.
And now TMZ.com reports the package came with a demand - to remove Palin, the daughter of former U.S. vice presidential candidate Sarah Palin, from the show.
Sources tells the website a note attached threatened the delivery of a more harmful package if Palin stays on the programme.
Law enforcement officials are treating the situation as a credible threat and have launched an investigation.
It's not the first time Palin has been targeted - a suspicious letter bearing her name and details was sent to the set of Dancing With the Stars when she was a first-time contestant in 2010.
Palin has avoided elimination on the new All-Stars show so far. She and her partner Mark Ballas are still alive after two performances, while Pamela Anderson and singer/entertainer Joey Fatone have been sent home.