The hand-written letter was found at a booking window at 3 AM by the person on duty, Government Railway Police personnel Satish Kumar said.
The letter, which threatened to kill General Manager, Jabalpur and DRM, Kota, was handed over to senior officials, following which the security was tightened, he said.
General Manager, Jabalpur Ramesh Chandra is scheduled to visit Kota Railway Zone on March 4 for inspecting various railways stations.
Superintendent of Police Swai Singh Godara said after news of the receipt of the letter security measures are being reviewed.