School officials sent a message to parents about the threat Tuesday afternoon.
"Today, we learned of a credible threat to the Mater Dei campus and contacted the Santa Ana Police Department," said the note from Mater Dei President Michael Brennan and Principal Frances Clare.
"Safety and sweep protocols were implemented," the officials said. "We acknowledge the alarming nature of this message; however, we at Mater Dei take all threats made to the school seriously."
All campus activities will be shut down through Friday as police investigate, officials said.
Educators were working on "online education options" for the final days of school and for next week's final exams, the officials said.
The nature of the threat was not immediately disclosed.
CNS contributed to this report.