The French star was allegedly the subject of a chilling video made by Teresa Yuan and sent to a Cotillard fan site according to the FBI.
'The guilt and the sorrow I feel now, I won't feel after it happens,' Yuan reportedly says in the video.
'After it happens I'll feel no regrets whatsoever, that's apparently how it feels to be a killer, to be a murderer.'
The FBI was alerted in April by the administrator of the website who told them Yuan had sent a string of increasingly threatening emails and videos.
According to the papers Cotillard and her family had 'become concerned for their physical safety.'