Florence Aryanik (20), whose Muslim parents fled to Norway from Iran, was due to make a speech at a torchlit procession to commemorate the Nazi attack on German Jews.
"It was a very difficult decision to withdraw from the event tonight," Aryanik told NRK on Saturday. "Because I'm actually more frightened of being silenced than of any threat to my life. But I decided to withdraw because of my family."
After NRK reported the threat on the evening of the event, which was jointly organised by Norway's Centre Against Racism and the country's Jewish community, Aryanik received a further threatening call.
"First it was completely silent, then there was a male voice saying that it was wise of me not to attend the commemoration, but that it was not so wise to talk with NRK afterwards," she said.
Aryanik, who has been attacked by Muslim conservatives in the past for her decision to wear western dress, said she did not know who the threats had come from.
"It could be Islamists and it could be neo-Nazis. It's impossible to say as they did not say anything about why I should stay away from the commemoration," she said.
On 10 November 1938, Nazi brownshirts descended on Jewish homes, businesses and synagogues across Germany, in an orgy of destruction known Kristallnacht, or The Night of Broken Glass.
The German attackers burnt 1,000 synagogues to the ground, killed at least 91 Jews, and arrested and incarcerated 30,000 more.