That letter will join one of the jerseys, signed by the 30 members of last year's All Blacks squad along with the manager and coaches.
When the 26-year-old Special Olympian in swimming and power-lifting was presented with the two jerseys yesterday in Oamaru, he said he would wear both. However, his mother, Daphne, plans to have the signed jersey framed and hung in his bedroom.
Mr Begley, who has Down syndrome, is a big rugby fan and prefers to wear rugby jerseys of his favourite team. He also has an All Blacks flag and cap.
Before he went on holiday to Australia last month, he bought a $180 All Blacks jersey and cap to wear to show his true colours.
The jersey was stolen from his bag in the changing room at the Waitaki Community Recreation Centre, between 5.40pm and 6.40pm, on June 8 while he was training in the gym.
Media cover of the theft prompted offers of help to Community Constable Bruce Dow, of Oamaru, from individuals and businesses willing to replace the jersey.
Const Dow contacted the New Zealand Rugby Union, which offered the signed jersey. When it arrived, there was also a letter from Graham Henry and Richie McCaw. They were "saddened to hear that someone had stolen your All Blacks jersey".
"We've heard that you are not only a huge rugby fan, but also a swimming and power-lifting special Olympian. That's a fantastic achievement and you sound like an inspirational young man.
"Keep up the training," they told him.
Mr Begley travels from Palmerston to Oamaru three times a week to train, has competed at national level and was invited to the Special Olympics in Greece last year but was unable to attend.
An offer from Champions of the World in Dunedin of another All Blacks jersey was also accepted - one Mr Begley plans to wear.
The rugby fan was overwhelmed yesterday when he was presented with the jerseys and letter, framed by The Warehouse, at the Recreation Centre.
His coach, Jimmy McGeown, said things had gone "from rock bottom" after the theft "to the absolute tops" with yesterday's presentations.