The apparent feud between Kipsiro and local coach Peter Wemali appears to date back to accusations last year that Wemali sexually harassed female runners. Kipsiro was one of the athletes that accused Wemali then.
The coach was cleared by an investigation and did not face criminal charges.
UAF president Dominic Otuchet said the federation and police were now looking into Kipsiro's charge last week that he received a death threat on his cellphone and that Wemali was behind it.
Kipsiro said he was "mentally tortured" by the threat and it caused the three-time Commonwealth Games champion to pull out of the cross-country world championships in China, where he was due to captain Uganda's team.
But Kipsiro, who has missed races before after saying he would run, faces disciplinary action if it is found he lied about the threat, Otuchet said.
Wemali denied making the threat, and police say Kipsiro has not made a formal complaint.
"We are investigating the matter ... while the federation is also trying to establish if he (Kipsiro) told lies," Otuchet said.
Otuchet said Kipsiro could be banned if he lied.
On Wednesday, police said a man was arrested on suspicion of arson after Wemali's house caught fire. Police identified the man in custody as Simon Ayeko, who is a cousin of Kipsiro and also a professional runner. Akeyo was seen at Wemali's house around the time it caught fire on Sunday night, district police commander Patrick Odokonyero said. He said police were looking for a second suspect.
Kipsiro retained his 10,000-meter title at last year's Commonwealth Games in Glasgow, Scotland. He won gold in the 5,000 and 10,000 at the 2010 Commonwealth Games, and was a bronze medallist in the 5,000 at the 2007 world championships.
He is one of Uganda's most successful athletes, but has also sometimes been troublesome for the federation. He failed to appear at the 2014 world half marathon championships and the African athletics championships after saying he would compete.
Other athletes also accused Wemali of sexual harassment last year, but the federation maintained he was cleared after a proper investigation.