Maulana Abdul Aziz initially refused to speak against the horrible attack in Peshawar that killed 148 people, mostly children, resulting in protests outside the mosque in the heart of Islamabad.
Muhammad Jibran Nasir, one of the leaders of the protesters, said that he was threatened by Ehsanullah Ehsan, spokesman of Taliban splinter group Jamaatul Ahrar for leading the protests.
He posted the recording on the internet which shows Ehsan telling Nasir to stop his protests or he and his family would be targeted by the rebels.
Nasir later told media that he would not back down from their planned protests today outside the Lal Masjid.
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"We are not afraid. We are not backing out," he said.
A case has been registered against Aziz at the Aabpara police station on Friday, three hours after protesters had gathered outside it demanding the cleric be arrested for supporting Taliban.
Aziz is known sympathiser of Taliban and al-Qaeda and has even named a library in the madrassa after Osama bin Laden.
More than 100 people had died in the military take over of the mosque.