The police force has kept up vigil and suspicious elements have been put under surveillance, Jaisalmer Superintendent of Police (SP) Rajiv Pachar said.
"Police is fully alert and vigilant," the SP said.
In the past, a few spies and smugglers were arrested by the intelligence agencies in Jaisalmer, bordering Pakistan.
Two persons allegedly spying for Pakistan were recently arrested in Jodhpur's Baap area while one Indian Oil Corporation manager was arrested in Jaipur on Thursday for spreading the ideology of ISIS.