Similar letters have been sent to Italian coffeemakers Lavazza and Caffe Vergnano as well as Nutella producer Ferrero, said investigators in Turin, northern Italy.
Danish broadcaster DR said letters also have been sent to food processing companies in Belgium, Germany, Austria and Britain. Swedish broadcaster SVT said that frozen foods giant Findus, based in Malmo, southern Sweden, received a letter with white powder and a threat on April 7.
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It was not immediately clear whether the letters were connected.
The letters in Denmark threatened to infect the companies' products if they did not pay 30,000 euros ($33,735), Danish media said. Investigators in Italy said the same demands were made in the Italian cases.
Giada Zampano in Rome contributed to this report.