Mike Mohring said suspected neo-Nazi extremists threatened to stab him in the neck or attack one of his rallies with a car bomb if he did not stop campaigning for the Oct. 27 regional election.
The message, in an email sent on Saturday, concluded with the greeting "Sieg Heil and Heil Hitler"! It was signed by the "Musicians of the State Coup Orchestra", who described themselves as a "group of globally connected right-wing extremists".
Police and intelligence agencies are under pressure to take action against right-wing extremists after an anti-Semitic neo-Nazi militant killed two people earlier this month in attacks on a synagogue and a kebab restaurant in the eastern city Halle.
A police spokeswoman said the serious crime unit in Thuringia was investigating the death threat against Mohring.
Merkel's Christian Democrats (CDU) are vying for second place with the far-right Alternative for Germany (AfD) in the Thuringia election, where polls also show the ruling far-left Linke party will come first.
The AfD in Thuringia is led by Bjoern Hoecke, an anti-immigrant former history teacher who has drawn criticism from Jewish leaders and mainstream politicians for calling Berlin's Holocaust memorial a "monument of shame" and demanding that schools highlight German suffering in World War Two.
Jewish leaders and politicians said after the attacks in Halle that the AfD's anti-immigrant rhetoric was contributing to an atmosphere of hate that encouraged political violence.
The Halle attacks and the deadly shooting of pro-immigration CDU politician Walter Luebcke in June by a far-right extremist have exposed the need for more security and judicial measures against individuals plotting political violence."This is a warning and there will not be a second one," read the email sent to Mohring from an address ending @hitler.rocks. "This applies to all the leftist and ecological pussies out there, we will enslave you first and then exterminate you."