In a statement, ABC confirmed the envelope was received at the show's production office and the substance was determined to be talcum powder.
Hazardous materials officials with the city of Los Angeles, the Los Angeles Fire Department, Los Angeles Police Department and the FBI responded to CBS Studios where the hit ABC show is staged, authorities said.
An initial field screening was negative for hazardous substances, but the letter will be transported to a regional lab for further testing, FBI spokeswoman Laura Eimiller said.
The FBI and LAPD are conducting a joint investigation, Eimiller said.
The incident occurred just days before the final showdown for the mirrorball trophy.
Jennifer Grey, Kyle Massey and Bristol Palin will compete for the prize next week.
The show has made headlines in recent days because of an outcry by some who believe that political supporters of Sarah Palin may be manipulating the voting system. Bristol Palin has remained on the show, despite consistently landing at the bottom of the judges' leaderboard.