Police in Wangate, New Jersey — just northwest of New York City — are trying to determine who fired a bullet that struck CNN commentator Lou Dobbs’ farm home as his wife stood nearby.

State police Sgt. Stephen Jones says Dobbs’ wife and driver were outside the home Oct. 5 when they heard the gunshot. Jones says the bullet didn’t penetrate the siding and fell to the ground outside. It is small-game hunting season in Wangate, but no hunters were seen in the area.

The host of CNN’s Lou Dobbs Tonight told his radio-show listeners he’s under attack for his views on a crackdown on illegal immigration. Dobbs says he had been receiving threatening phone calls for weeks. “My house has been shot and hit . . . and you know what, I’m not in the mood to put up with little fools like Geraldo Rivera,” Dobbs said, referring to the moustached FOX News pundit.