Uttar Pradesh Raj Bhavan has received a threat letter following which a probe has been ordered by the state home department.
The matter is being taken seriously and the security of the Raj Bhavan has been assessed, the home department said in a statement.
The home department has ordered DG (Intelligence) and ADG (Security) to probe the matter and submit a report by Wednesday evening.
On July 20, President Ram Nath Kovind had appointed Patel, who was serving as the Governor of Madhya Pradesh, as the replacement for outgoing Governor Ram Naik.
Anandiben Patel has also served as Chief Minister of Gujarat from 2014-16 before resigning from the post.