San Diego police are working with Mexican authorities to investigate a death threat made against Padres first baseman Adrian Gonzalez. Gonzalez told police Friday night he had received a message saying ?we are going to kill you? on his cell phone earlier in the day. The account was contained in a police report filed late Friday. Gonzalez said he was grocery shopping with his wife at Ralphs when he decided to play his messages and heard the threat, the report stated. The male caller also said ?your father is worthless.? The message was delivered in Spanish and English. Gonzalez told police the threat could be tied to business dealings of his parents. They have received kidnapping and death threats in recent months, he said. His father, David Gonzalez, was majority owner of the Tijuana Potros professional baseball team and recently had a falling out with other partners, dissolving the partnership and selling the club, the police report said. Adrian Gonzalez declined comment before last night's game in Denver due to the ongoing investigation.