"We do not wish to live together with dirty beasts like you," the extremist group wrote in a letter to Norwegian lawmakers and newspaper editors.
"We received the letter on Tuesday and have started an investigation on the letter," Police Security Service spokesman Siv Alsén told VG Nett. "We take it seriously, absolutely."
The terrorist group demanded that a section of Oslo, specifically the Greenland district, become independent from the current government so that they can form an Islamist state.
"We do not want to be a part of Norwegian society," the letter also noted. "And we do not consider it necessary either to move away from Norway, because we were born and grew up here. And Allah's earth belongs to everybody."
The development arose just one week before Anders Behring Breivik, the Norwegian gunman who killed 77 people in a massacre last summer, was sentenced to 21 years in prison. Breivik said he committed the murders to protest the "Islamization" of Norway.
The letter from Ansar al-Sunna also accused senior government officials -- Prime Minister Jens Stoltenberg, Foreign Minister Jonas Gahr Støre and Defense Minister Espen Barth Eide -- of having given direct orders to "attack ... Muslims."
In addition, the group demanded that Norway pull its troops out of Muslim countries, adding the threat: "If Norwegian soldiers can take planes to Afghanistan, then Osama [bin Laden] and Mohammed can also take planes to Norway. Now, the government must wake up and assume responsibility, before this war spreads to Norway. Before the counterpart reacts.
"Before Muslims take the step necessary. Do not confuse the Muslims' silence with weakness. Do not profit from the Muslims' patience. Do not force us to do something that can be avoided. This is not a threat, only the words of truth. The words of justice."
The letter included a logo that resembles one used by al Qaeda in Iraq.
According to VG Nett, the Norwegian police had already been following a few members of this terrorist group before the letter was even sent.
A few days after that letter was sent, Norwegian-Pakistani imam Fayed Sarased Ali Bukhari warned that any Muslim who doesn't fast during Ramadan should be beheaded.
NRK, a Norwegian broadcaster, showed a clip in which Bukhari stated: "If a person doesn't fast during Ramadan, he is mocking Islam. And if the person is in a Muslim state, the authorities must behead him.
"For a person who doesn't perform his daily prayers, and is of age and sound mind, the most lenient punishment in an Islamic state is incarceration," he added. "In certain schools of law, there would be grounds to kill them."
Norway's Muslim population is relatively small but has been increasing due to immigration. As of 2007, about 3.5 percent of the nation's people were Islamic.