Tudu, also Mayurbhanj district president of the ruling BJD, in an FIR at Chandua police station alleged that he first received a threat call on October 4 where the caller demanded Rs 10 lakh from him, they said.
He was asked to pay the amount at Kalabadi village, a place on National Highway-5 connecting Odisha and Kolkata.
As Tudu did not respond, he again received a SMS which threatened him with dire consequences for not paying the money. The MP lodged an FIR with police yesterday, they said.
"We have already augmented security of the MP at his native place at Chandua, 15 km from here," said sub-divisional police officer Sudhakar Jena.
Meanwhile, police have registered a case at Chandua police station.
Two years ago, the Maoists had gunned down two personal security officers (PSOs) of ex-MP Sudam Marandi while launching an attack on the JMM leader.