George Gilmore, who was 44, was shot in the neck while he was in his car in Carrickfergus in March. He died in hospital the following day.
Two men have previously appeared in court charged with the murder, which has been linked to a loyalist feud.
Detectives have appealed for the person who wrote the letter to contact them.
Det Insp Darren McCartney said: "Police have received an anonymous letter which contains information vital to this murder investigation and other serious crime in the area.
"I'd like to thank whoever wrote it and ask them to contact police as soon as possible as there are a few questions we need to ask in order to follow up these vital leads.
"I understand the author may feel fearful of contacting police, but I would like to reassure them that anything they tell us will be treated in the utmost confidence."
Colin Horner, 35, a friend of Mr Gilmore, was murdered in a supermarket car park in Bangor last month.
Police are investigating a link between the murders.
Police investigating the murder of a high-profile loyalist in Carrickfergus have said an anonymous letter they received contains vital information.