The tip-off was received from Hyderabad Police and Intelligence agencies and search operations were conducted in select areas, police sources said.
"We got information that some of them are hiding here for escaping to nearby Kerala. We have tightened search operations in border areas as well as the sea coast and have made a request to fishermen also to be on the lookout for strangers and inform police," an official said.
There was flutter in areas thronged by pilgrims as police searched lodges and big hotels and other possible hideouts.
In Madurai city, officials conducted random checking of vehicles and tightened security around temples following a tip-off that shrines could face threat from terrorists.
Officials said teams had been formed to conduct random checking of vehicles.