Security around the third ODI between England and New Zealand 's women has been "boosted" after the ECB received a "threatening email relating to NZC".
In a statement, New Zealand Cricket said the threat was "treated seriously, investigated, and deemed not credible".
As a result, the game will go ahead, but security around the team has been increased "as a precaution".
According to ESPNcricinfo, New Zealand received a bomb threat, with the team hotel and their return flight threatened.
The team is then said to have gone into lockdown, with police and counter-terrorism called in to investigate.
A statement from New Zealand read: "The ECB have received a threatening email relating to NZC.
"Although this did not specifically reference the White Ferns it was treated seriously, investigated, and deemed not credible.
"The White Ferns have now arrived in Leicester and, as a precaution, security around them has been boosted.
"Reports their training has been cancelled are false. They were not scheduled to train today as it was a travelling day. NZC will not be commenting further on the matter."
England are currently 2-0 up in the series, having won the first ODI by 30 runs and the second by 13.
Last week, New Zealand's men called off their tour of Pakistan, having been warned of a "specific and credible threat against the team".
On Monday, England followed suit, cancelling their joint men and women's tour, which was scheduled to take place next month.
In a statement, the ECB cited "increasing concerns about travelling to the region" and "the mental and physical well-being of our players and support staff" as the reasons behind the decision.
Pakistan were incensed by the ECB's decision, with PCB chairman Ramiz Raja telling the BBC World Service: "It's absurd. We have gone out of our way to accommodate international sides.
"I'm extremely disappointed and so are the fans. Right now, we needed England. It's a small cricket fraternity that we have.
"We were expecting England to be a little bit more responsible. We are hurt, but forward we shall move."
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