Writing in the New York Times, Hayek said Weinstein once told her: "I will kill you, don't think I can't."
Dozens of actresses - including Rose McGowan, Angelina Jolie and Gwyneth Paltrow - have accused Mr Weinstein of harassment or assault.
He denies all allegations of non-consensual sex.
In her article, Hayek, 51, a Mexican-American, describes working with him on what she called her "greatest ambition" - telling the story of Mexican artist Frida Kahlo.