Published Wednesday, 13 January 2010
The warning is understood to have been passed on by officers on Tuesday night.
The group said to be behind the threat is splinter paramilitary group, the Orange Volunteers.
They have already threatened senior members of the party, including President Gerry Adams.
Mr Maskey said he would not allow any threat to detract him from his work as an elected representative.
"I will continue to carry out my work on behalf of those citizens in South Belfast who elect me to represent them at the Assembly and will not be deterred from this important work by threats of any kind," he said.
His party colleagues Gerry Kelly, Francie Molloy and Caitriona Ruane have also been threatened by the group in recent weeks.