The 40-year-old singer has informed the city police that he has been receiving a number of threatening phone calls and text messages from Chhota Shakeel, a close aide of underworld don Dawood Ibrahim, for the past few days.
According to Sonu, Shakeel tried to coerce him to cancel a contract with an event management company and sign up with another firm chosen by the don.
However, no FIR has been filed by him so far, police said, adding they received the complaint on phone.
Last month, Bollywood producer Boney Kapoor had received death threats over the phone from an unidentified person, suspected to be linked to Ravi Pujari's gang.
Filmmaker Karan Johar too had received an extortion threat, allegedly from the fugitive gangster.
The underworld has been a constant menace to the film industry, with 1990s being rife with threats and phone calls made to eminent personalities, demanding money.