The 38-year-old Coronation Street actress is was sent a picture of a man holding his fingers to his head in an apparent reference to a gun.
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Alongside the disturbing snap, the caption read: "Am kul gonna kill u (sic)."
A source close to Kym, who plays Michelle Connor on the ITV soap, said she is reporting the incident to the police.
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They said: "Kym is shaken. It's frightening. She is taking the threat seriously."
Mum-of-three Kym appeared at Manchester's Gay Pride last weekend, leading to more abuse on the social networking site.
Some users accused her of only posing with 'good looking', with one blasting: "How about standing with an old fat bloke for a photo?"
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This is not the first time Kym has been sent disturbing messages. Last year, she and fellow Corrie star Jennie McAlpine, 30, were targeted by 'deluded fan' 74-year-old David Watson.
David allegedly sent Kym and Jennie pornographic images, and she also received taunting messages about her son Archie, who was stillborn in 2009.