Threats need to be taken seriously!!!! The signs of a controlling spouse manifest in different ways and this can cause a strain in the relationship.
Signs could include jealousy, threats, critical on your appearance, persistent when it comes to sex, controls whom & when you can visit with friends...... If you see several of these signs in your partner, you need to step back and evaluate your relationship.
You say you have spoken to him before, try speaking to him. Tell him again how he makes you feel, when he says and does certain things. You may suggest marriage counseling, as well.
But, first and foremost is your safety! If you are afraid of your own husband, that is a major issue! Be sure to let your loved ones know how he makes you feel, the threats he makes, document his behavior and the things he tells you. I am sure you love him, but love is not suppose to hurt!
I am including several links that deal with this subject:
If you need further help or clarification, please let me know!