"Bomb specialists and bomb-sniffing dogs went to the scene," he added.
There was no information about whether or not a bomb had been found, but the Mikhailovsky theatre said the premiere would be rescheduled to Friday.
The local news agency Azhur, without giving any sources, reported that the caller had identified himself as a member of a Russian nationalist party and referred to the opera using an anti-Semitic slur.
Thursday's premiere of "The Jewess" was to have been the first performance of Halevy's opera in Russia since it was banned 70 years ago by the regime of then Soviet dictator Joseph Stalin.
The opera tells the story of a romance between a Christian man and a Jewish woman and has been seen as a plea for inter-religious tolerance.
It had been scheduled to reappear at the Mikhailovsky theatre as part of a year-long programme of cultural exchanges between Russia and France.
Nationalist sentiments and racist hate crimes became widespread in Russia after the collapse of the Soviet Union. A survey by the Levada polling centre in December found that 54 percent of Russians agree with the nationalist slogan "Russia for Russians."
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