The worker call police on Wednesday after he received a text message, telling him a family member had been in a car accident.
The sender of the text then said that family member was also taken hostage, and provided a cell phone number.
The PGW worker dialed the number, and an unknown man on the other end told him the family member would be killed if the PGW worker did not wire $1,500 through Western Union to a man in New York.
The worker was told to stay on the phone while wiring the money and to not contact police.
Police found the family member who was said to be held hostage. That person was unharmed and unaware of the incident.
During the investigation, police say, they learned of two other PGW workers who received similar text messages.
Philadelphia Police say anyone who gets a similar message should not respond but instead call 911.