A team from the security wing of Delhi Police has briefed Kejriwal about this threat and requested him to take 'Z' category security cover, the top sources said.
However, it was not immediately clear what was the response of the Delhi chief minister in this regard. Senior Police officials said that they have received an input in this regard from intelligence agencies.
Kejriwal has been declining to take security cover keeping up with his Aam Aadmi Party's policy to end VIP culture in politics.
A special NIA court on Friday allowed the plea by Karnataka Police to interrogate Bhatkal, 30 in connection with the blasts at the Chinnaswamy Stadium in Bangalore in April, 2010.
Bhatkal, who hails from Bhatkal village in Udupi district of north Karnataka, was allegedly involved in a string of terror attacks in Ahmedabad, Surat, Bangalore, Pune, Delhi and Hyderabad, the NIA had said.
He was earlier associated with the banned Students Islamic Movement of India and is alleged to have hatched a conspiracy with others to wage a war against India.