Maze finished fourth in the race and had two bodyguards close by after the race. The threat came in an email received Saturday afternoon, after Maze had won the downhill race and broken the points record for a season.
"That's sad. If somebody is strong and showing good performances and perfect in the thing you are doing, there are people who want to disturb you," Maze said. "I guess it's part of the game but it didn't disturb me that much.
"It shouldn't be part of the game but life is not perfect. It's not nice for me, it's not nice for my team. I haven't seen the email ... they want to ruin your day, ruin the record, but I enjoyed the day 100 percent," Maze said.
Peter Fischer, chief of the organizing committee, said the email came from an anonymous source and that it was immediately turned over to the police.
"We had to take it seriously, our job is to keep everyone safe here," Fischer said. "Police took over the case and provided protection."
Maze said she had never felt safer in her life, "I've had police in front my door all the time since yesterday."
Fenninger beat hometown favorite Maria Hoefl-Riesch by 0.20 of a second on the Kandahar course for her third career victory and second of the season. Julia Mancuso of the United States was third.
Mancuso and Maze are still in competition for the season super-G title, which will now be decided at the World Cup finals in Lenzerheide, Switzerland, in two weeks.
Maze is already assured of the overall title and became the first skier to collect more than 2,000 points in a season by winning Saturday's downhill on the same slope. She now has 2,074 points.
Mancuso said she lost the race in the middle section of the course.
"I was not good in the turning section, I don't know what it is, maybe a question of confidence," said the American, who was second in Friday's super-G on the same slope.
"I am happy to be on the podium, just trying my best every day. I am enjoying it with the sun out. I wish I could have gained some more points on her, I need all the luck on my side. I need to win the (last) race and then anything can happen," Mancuso said.
Maze leads Mancuso 420-365 in the super-G standings with a maximum of 100 points up for grabs in the final race.
Like Mancuso, Maze also said she had problems with the jump in the middle section. "It was pretty difficult to find the right line, I didn't do my best but fourth is fine," Maze said.
Maze won the gold medal in the super-G at the world championships last month in Schladming, Austria, while Mancuso took bronze.
Fenninger covered 1.47-mile Kandahar course in one minute, 20.43 seconds. Hoefl-Riesch, who was hoping for her 25th World Cup win, missed it by 0.20, while Mancuso was 0.23 off the pace. Maze was 0.43 0 back.
"I deserved it, I was ready for this win and I believed in myself," Fenninger said. "I made a few mistakes on the top part and really risked everything on the bottom section, but everything came together. It feels good."
Fenninger's previous two wins were in giant slalom. Hoefl-Riesch, basking in the sunshine and surrounded by family and friends, took her second place in stride.
"It was a great day for me, no matter what," the German skier said.
