The email from a group calling itself Guardians of Peace (GOP) also warned that "all hope will leave you and Sony Pictures will collapse," according to the industry journal Variety.
A Sony Pictures spokesman confirmed to AFP the threatening email that was sent to some staff yesterday, but not the nature of the threat.
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Sony Pictures earlier this week confirmed the hack attack, calling it a 'brazen' effort that netted a 'large amount' of confidential information, including movies, as well as personnel and business files.
It is not clear who GOP are, but Sony Pictures has downplayed a report that North Korea was behind the attack.
The spokesman, Robert Lawson, did not verify the full content of the threatening email, but a transcript published by Variety warned that, "removing Sony Pictures on earth is a very tiny work for our group which is a worldwide organization."
"What we have done so far is only a small part of our further plan. It's your false if you think this crisis will be over after some time. All hope will leave you and Sony Pictures will collapse."
In clearly non-native English it continued, "Many things beyond imagination will happen at many places of the world. Our agents find themselves act in necessary places.
"Please sign your name to object the false of the company at the email address below if you don't want to suffer damage. If you don't, not only you but your family will be in danger."
According to security researchers, the Sony hackers leaked sensitive personal information on some 47,000 individuals, including celebrities.
An analysis by the security firm Identity Finder found full names, social security numbers, birth dates and home addresses, allowing "a clear path for criminals intent on committing identity fraud."
The researcher found 601 files containing this data including spreadsheets and Word documents. They said more than 15,000 of the social security numbers belonged to current or former Sony employees.
Variety has reported that unreleased Sony movies, including the upcoming Annie, have been made available on illegal file-sharing websites.
The war film Fury, as well as Mr Turner, Still Alice and To Write Love on Her Arms were also made available.
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