The Dutch justice minister said another letter found with a suspect arrested in the case was a farewell letter stating that he was prepared to die as a martyr for his faith.
“The letters express an extreme religious ideology whereby enemies of Islam are told to fear for their lives,” said Piet Hein Donner.
The letter found on the filmmaker’s body after he was shot in Amsterdam on Tuesday was an open letter to controversial liberal politician Ayaan Hirsi Ali, also openly critical of Islam.
Nine suspects, all believed to be radical Islamists, have been arrested in connection with the murder.
Mr Donner said the letter was signed by an unknown group.
Ms Hirsi Ali is a Somali refugee who wrote the script to Mr van Gogh’s controversial film Submission, which criticises the treatment of women under Islam.
She is already under police protection after receiving death threats.
Mr Donner said Dutch intelligence services will get extra money and manpower to guard people named in the letter, and to step up the monitoring of Islam extremists in the Netherlands.
Mr van Gogh, the 47-year-old great-great-nephew of artist Vincent van Gogh, filmmaker, caused an uproar this summer among the Dutch Muslim community with his short film about Islam and women.
The film features four women in see-through robes showing their breasts with Koranic texts daubed on their bodies and talking about the abuse they have suffered.
Ms Hirsi Ali has previously called the prophet Mohammed “a perverted tyrant” and described Islam as “a backward principle”.
In the letter she is accused of “terrorising Muslims and Islam” with her comments.
“With your apostasy you have turned your back on truth and you are marching with the ranks of evil,” it said.
The leader of Ms Hirsi Ali’s liberal VVD party Jozias van Aartsen and Amsterdam mayor Job Cohen are also criticised, in the five-page document.
It was typed in Dutch and contained Koranic verses written in Arabic and translated into Dutch.