Vatican Radio reported said that the bullet arrived on Friday at the office of Archbishop Bagnasco, who was recently elected to head the politically-influential Italian Bishops Conference.
Bodyguards stood a few meters (yards) from the altar on Sunday in Genoa's cathedral as Archbishop Bagnasco celebrated Mass.
They were assigned a few weeks ago after graffiti threatening the prelate were scrawled on buildings.
Vatican Radio quoted the archdiocese's spokesman, Carlo Arcolao, as calling the recent threats work of "very small and psychologically weak fringes."
The bishops conference spokesman, Msgr Domenico Pompili, told Vatican Radio that "it is not the intention of the Church to fuel a clash that it never went looking for."
According to Catholic World News, the Italian bishops' conference declined to comment on the latest threat against the archbishop, explaining that any public statement comments might encourage further tension.
Spokesmen for the Genoa archdiocese said that the threat was the work of "extremists," and some Church officials suggested that the bullet could have been sent by a single individual looking to create a public furore.
New death threats against Italian bishops' leader (Catholic World News, 30/4/07)
LINKS (not necessarily endorsed by Church Resources)
Archbishop Angelo Bagnasco [Catholic-Hierarchy]
Catholic Church Italy
Bishops launch transcontinental attacks over gay rights (CathNews, 30/3/07)
Italian bishops urge referendum boycott (CathNews, 17/3/05)
1 May 2007