The singer was moving through the crowd in London's Hyde Park with other celebrities when a man shouted at her, reports The Mirror.
"The only way to get to the VIP platform was through the crowd," a source said. "A steward was leading the way for all the celebrities to get through, but it was causing a bit of commotion.
"People were getting agitated because they thought Jade and the guys from JLS and The Saturdays and other celebrities were pushing in, while they'd been waiting to see Nicki Minaj for hours.
"The celebs were brought out just minutes before she took to the stage. Nicki was on just before the headliner Drake, so lots of people wanted to get a good position they could stay in until the end. It was very tightly packed.
"Lots of people were making comments at the celebs, but this one was horrible. A guy screamed right into her face: 'I'm gonna stab you!' It was really shocking."
[Nicki Minaj performs at Wireless on Saturday July 7]
Thirlwall attended the festival with her boyfriend - Diversity's Sam Craske - but without her Little Mix bandmates. She was able to watch Minaj's set from the safety of a platform in the middle of the park.
She later said: "It was scary, but I had loads of people around me so I knew I'd be safe. I think people were annoyed because they thought I was pushing in."
Little Mix recently premiered their first proper single 'Wings', to be released on August 19.
Watch Little Mix talk to Digital Spy about their new single below:
Gallery - Barclaycard Wireless Festival 2012: