Protesters calling themselves Animal Action - who are thought to be connected with the Animal Liberation Front - have already forced the Salvation Army (SA) to cancel its involvement with the event.
The SA's band was set to play The Lord is My Shepherdas the sheep, herded by Richard Rogers and Renzo Piano, walked past its Sheppard Robson-designed HQ on the north bank of the Thames.
But the SA pulled out after receiving a barrage of extraordinary phone calls from extremists in which they were told: 'Sheep driving is the work of the devil.'
LAB organisers, and director Peter Murray, are understood to have contacted the Metropolitan Police with their concerns.
Murray told the AJ: 'As far as I'm concerned this is threatening behaviour. I did think animal lovers might have a comment on it.
'But there is an 100-year-old right to drive sheep through London and I don't understand their position.
'Some people seem to think that it is an abuse of our relationship with sheep to drive them across the river. But they are staying in a five-star farm tonight and will have a nice trip to the city tomorrow.
'And the cows seemed to enjoy the walk up St John Street two years ago,' he added.
In addition, Murray also said that Piano had offered to step into the musical vacuum by playing an instrument.