Various emails were received saying several pipe bombs had been hidden in the building, according to the NY Daily News.
At about 10 a.m., the museum posted to its Facebook page that it would be closed until further notice.
NY Gov. Andrew Cuomo called the threat "repulsive" in a Twitter post.
"Was briefed at the @jCMBrooklyn on the bomb threat it received this morning. This kind of intimidation is repulsive and must stop."
A string of bomb threats have been made in recent days to Jewish community centers across the country and the Anti-Defamation League.