The veteran broadcaster told Piers Morgan in Friday's episode of his Life Stories that she "carried on" despite the threat.
Hunniford, who is originally from Portadown, Co Armagh, worked for ITV and the BBC during a career spanning decades.
It was while recording a show for the British Forces Broadcasting Service (BFBS) that she received the threat.
She told Morgan: "I was actually on a death list at one point.
"We used to do a programme for BFBS in Germany, a guy called Sean Rafferty and myself.
"We used to go to meet the Rear Party in Germany. So in other words, the soldiers would be in Northern Ireland and we would go to meet the families.
"I didn't even know what a Rear Party was in the beginning.
"But when we were going back to the airport we were called to the Brigadier's Home and then he said, 'By the way, I have to tell you that both of you have been placed on a death list'.
"And we looked at each other and we didn't know what to say really.
"And he said, 'Look, you can stop this programme whenever you want because we don't want to subject you to anything'."
I gather that the death list was because, at that stage we were doing programmes with the British Army and so we looked at each other and we said: 'Do you know what, we've been doing this now for 11 years, so we might as well just carry on'.
The mother-of-three continued: "So we carried on."
Hunniford broke down on the programme after telling Morgan about the death of her daughter, TV presenter Caron Keating, after a long battle with breast cancer in 2004.
Keating, who was married with two young sons, had tried therapies overseas in a bid to beat the disease.
She said: "You've got to remember that the seven years weren't all down moments. A lot of them were up when she'd beaten it.
"I remember waking up one night and thinking, 'There's no point me snivelling all through the night and worrying about what might happen. I might be under the bus long before anything happens to Caron'.
"It seems really odd now for me to look back and think that she was going to make it. Because she made us believe that."
The veteran broadcaster told Piers of the anguish of believing she had more time with her daughter in towards the end of her illness, only to realise that was not the case.
"I can remember being so excited," she explained.
"(I was) getting the bed ready and trying to get food that might appeal to her, but thinking to myself, 'She's coming home. And she's going to be home. She's going to be in Cornwall, where her house was, and we'll have her for the whole summer'."
Describing the moment her dying daughter was brought home for the last time to see her family in April 2004, she said: "The worst thing, of course, it's a good thing we were all there, but the worst thing was seeing the little boys and thinking, 'What do you say? How are we going to do it?'
"We're all mad in the head at that stage, because we'd lost this girl.
"But that tenacity that she'd shown, all the way through, was kind of there at the end, because, as she passed away, she had this beautiful smile.
"We'll never forget that smile."
*The full interview is on Morgan's Life Stories: Gloria Hunniford, on Friday at 9pm on UTV.