The “Godfather”-style gift was found in a box along with a message addressed to former club president Massimo Ferrero and current vice-president Antonio Romei reading “the next heads will be yours”, a spokesman for the club said.
The police were called to the scene, he added.
In a statement, Sampdoria expressed “profound outrage and indignation in the face of yet another serious act of intimidation”.
Last month, a blank bullet was delivered to Sampdoria’s offices accompanied by threats against Ferrero and Edoardo Garrone, a previous owner of the club.
Ferrero, who still controls Sampdoria via a family holding, resigned from his position after he was arrested in 2021 on financial charges unrelated to football.
The 71-year-old has angered fans who say he is running down Sampdoria’s finances and refusing to sell the club to new owners capable of rescuing it from financial and sporting disaster.
The Genoa-based side currently sit second-bottom of the table on 11 points after 23 games, eight points adrift of safety, and are critically short of cash.
The team next travels to fifth-placed Lazio on Monday.
Other Italian teams have faced similar intimidation in the past.
The sporting director of Palermo was sent a severed goat’s head in 2006, while in 1999 the president of Reggina received a bull’s head.