MILAN, Jan 11 (Reuters) - Former Italian Prime Minister Silvio Berlusconi and his brother were mailed two bullet casings accompanied by death threats on Friday, Berlusconi's Il Giornale newspaper said.

Il Giornale received an envelope containing the shells and a letter addressed to Silvio Berlusconi, head of Italy's centre-right opposition, and his brother Paolo, the newspaper's publisher, it said on its Web site.

"These two blanks are the warning for the Berlusconi brothers ... responsible for the filth they write in their newspaper and their anti-Islam policy," Milan-based Il Giornale quoted the letter as saying.

"At the first favourable moment ... we will do like they did in Pakistan to Bhutto," it said, referring to the assassination of former Pakistan Prime Minister Benazir Bhutto on Dec. 27.

The letter continued, "Bodyguards and the security service will not be able to stop us because we are not predictable. God is great."

Il Giornale said it had turned over the letter and casings to an anti-terrorism agency.

Berlusconi, a 71-year-old media tycoon and Italy's richest man, was twice prime minister. He lost 2006 elections to centre-left leader Romano Prodi. (Reporting by Ian Simpson; Editing by Ibon Villelabeitia)

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