McMillan has decided to walk away from the Pakistan tour

Batsmen Craig McMillan and Lou Vincent, all-rounder Scott Styris and fast bowler Ian Butler have all cancelled plans to make the tour.

New Zealand Cricket (NZC) boss Martin Snedden is discussing the threat with the government. He is trying to ascertain whether it is genuine.

New Zealand's tour begins in Faisalabad on 22 November.

Snedden added: "We have notified the International Cricket Council (ICC) and the Pakistan Cricket Board (PCB) of the threat and have entered into a consultation process with them.

"That process is expected to be completed over the next three or four days."

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New Zealand's last tour to Pakistan in May last year was cut short after a bomb exploded outside their Karachi hotel, killing 14 people.

The upcoming tour avoids Karachi altogether, with matches scheduled for Faisalabad, Rawalpindi and Lahore.

"Following the traumatic experience in Karachi when the Black Caps last toured Pakistan we agreed that individual team members could make themselves unavailable if they were seriously concerned about safety," Snedden said.

The decision to proceed with the tour was made by NZC only after a review by an independent security adviser.

The Pakistan Cricket Board, meanwhile, has voiced disappointment at the decision of the four players to stay away.

"The PCB is disappointed with this news because it strongly feels that Pakistan is a safe place to play cricket as proven with five Tests and 10 one-day internationals against Bangladesh and South Africa.

"The PCB had hoped that it would host a full strength New Zealand team for the five-match one-day series," said chief executive Ramiz Raja.