A letter threatening that he would be killed was found at a sweet shop in Juni in Indore.
The letter threatened that there will be bomb blasts across the city, former state Chief Minister Kamal Nath would be shot down and Rahul Gandhi will killed if Bharat Jodo begins in Indore.
The police and crime branch are looking for the person who left the letter. The police are also closely examining the CCTV footages installed around the Juni area.
According to police sources, it could be the handiwork of a mischievous element.
The police have filed a case under section 507 of the Indian Penal Code (IPC) that has been registered against an unidentified person and an investigation has been launched.
Bharat Jodo Yatra, which began on September 7 from Kanyakumari, will cover a further distance of 2,355 km in its 3,570-km march. It will end in Kashmir next year.