A suspicious package was also reportedly sent to the office of former US president Barack Obama.
Investigators believe the explosive is linked to one found on Monday at the compound of liberal billionaire George Soros.
The device sent to the Clintons was discovered early on Wednesday morning at their home in Chappaqua, New York.
Police in New Castle, New York - who cover Chappaqua - say they assisted the FBI, Secret Service and Westchester County authorities in “the investigation of a suspicious package.”
The Associated Press has also reported that the New York offices of media outlet CNN have been evacuated after reports of a suspicious package.