Just days after QPR boss Harry Redknapp described agents' behaviour as being "like gang warfare", Sullivan says behaviour turned even more sinister.
Sullivan told MailOnline: "In this window, I have had an agent threaten me and threaten one of our West Ham players with physical violence, because he thought he was being cut out of a deal.
"I heard of three or four agents trying to jump in on other deals. Some of these people are like scavengers.
"It was all deeply unpleasant and I'm glad it's over. Now we can get on with the football.
"Harry Redknapp was right: it feels like gang warfare out there and I can see it spilling over into violence in the future, unless there is legislation from the FA to curb the practices.
QPR were the biggest spenders in the transfer window and Redknapp said he had never known one like it. Redknapp said: "Every agent seems to be trying to screw each other. It's like gang warfare out there. It is scary.
"If you've got a deal for a player, another agent will try to scupper that deal if he is not involved in it. It's unreal. It's unbelievable what's going on. They're all fighting for big money, that's the problem."
Sullivan said the financial demands by agents had got out of control.
He added: "We are talking millions of pounds here around a transfer and not enough deals to go around. There are too many agents and not enough transfers to feed them.
"Agents who would once demand £50,000 for their part in a transfer, now want £500,000 to £1million to either bring a player or keep a player. It is quite outrageous and the FA should cap the amount paid to agents for their work.
"I heard of one agent, who took over representation of a player for ONE DAY, and he wanted to be paid between £1.25million and £1.5million for his part in negotiating a new contract."
Sullivan also expressed his admiration for West Brom chairman Jeremy Peace after the Baggies refused to be held to ransom by Peter Odemwingie, who was demanding a move to QPR.
He said: "His player, Peter Odemwingie, drove down to QPR and was actively trying to force a transfer, but Mr Peace refused to cave in. He held his ground. He would not be bullied.
"You cannot give in to players like this. It is the same as giving in to terrorists or kidnappers. If you pay the ransom, they will only come back for more.
"Consequently, Mr Peace has done a great service to football."