"I'm glad I'm here. I have a dance on Monday and I don't want to let [partner] Maks [Chmerkovskiy] down, I don't want to let my family down, and I don't want to let myself down," the ESPN correspondent told People. "I'm not going to stop living my life."
Attorney Mashall B. Grossman confirmed to Access Hollywood on Friday that the star had been the target of death threats.
"As soon as we learned of them the FBI was notified. They are on the case. Erin and her family are protected," he said in a statement to Access, adding that Erin would stay on the ABC reality competition.
"Erin is looking forward to the future and will keep all of her commitments including her appearance on 'Dancing With The Stars,'" he concluded. "We ask that the privacy of Erin and her family be respected."
On Sunday, Erin told People that she wasn't ready to give up on her next dance – the waltz.
"I don't quit on things," she said. "It's not an option for me."
The threat news was the latest drama for the star, who previously dealt with the release of candid video footage shot without her consent.
In March, Michael David Barrett – who shot the peephole tape – was sentenced to 30 months behind bars.
Related Content from AccessHollywood.com:
VIEW THE PHOTOS: 'Dancing With The Stars' Season 10 Premiere!
VIEW THE PHOTOS: 'Dancing With The Stars' Season 10 Class Photos
PLAY IT NOW: Erin Andrews' Hair-Raising Pamela Anderson Impersonation!
PLAY IT NOW: 'Dancing' Recap: The 'Stars' Squabble (March 29, 2010)