Reham confirmed that she left Pakistan on Sunday night and that she was receiving threats through phone calls made to her staff, Geo News reported.
She shared an audio recording of the coordinator of Reham Khan Foundation telling her that he had received threats not to work for the foundation, it said.
The 44-year-old former TV anchor also claimed that "several former cricketers called her and advised her to forget Imran Khan and not to get into any fight with him."
The news of her departure comes days after she commented on her former husband's alleged third marriage.
She said she would also release a book which focuses on her own life and experiences.