Sophia Havertz has posted screenshots on Instagram of two threats and insults that her husband and their unborn child - their first common one - have received on social media.
She calls them "shocking".
The German national team player Kai Havertz missed a penalty when Arsenal was knocked out of the FA Cup by Manchester United after penalties on Sunday.
Arsenal has reported the threats to the police and hired a data company to try to track down the senders.
"That someone thinks it's okay to write like this is shocking. I hope you're ashamed", Sophia Havertz writes in a message to her followers, around half a million.
About another transgression, she writes:
"I don't even know what to say about this, but please, be more respectful. We're better than this".