He said it was a small number of Jersey residents who had made comments about Senator Cohen's Jewish faith.
Senator Le Sueur spoke about the messages of tolerance expressed during the recent Liberation Day celebrations.
The Chief Minister said he wanted to condemn people who were "misusing their freedom of speech".
He said: "Even to the extent of a death threat to criticise the actions of the minister for planning and environment.
"Not on planning grounds, which they are entitled to do but purely on the basis that he is of the Jewish faith."
Senator Le Sueur said that having to make the statement saddened him.
"As Chief Minister I am not prepared to stand by and ignore manifestations of religious or racial prejudice.
"We have a moral duty to pursue the principle of freedom for which the second world war was fought and challenge immoral and abhorrent activities."
Another States member, Deputy Bob Hill, said this was only the tip of the iceberg and that far more discrimination was taking place in Jersey.
Senator Le Sueur said it was incumbent on all members of society to stop it happening.