A letter from then Culture, Arts and Leisure (DCAL) minister Michael McGimpsey said there "must be no hiding place" for those responsible for the menacing call made in 2002.
The correspondence is contained in a file called "Sectarianism in Sport" among newly released documents at the Public Record Office in Belfast.
Lennon, who went on to manage Celtic, was chosen by then Northern Ireland manager Sammy Mcllroy to captain the side in a friendly against Cyprus at Windsor Park.
A death threat was phoned in to the BBC in the hours leading up to the game. Lennon did not take to the field that night and, ultimately, decided not to play international football again.
The previous year he had been booed at Windsor Park when playing for Northern Ireland.
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