They shouted slogans outside the Jyoti Cineplex here, protesting against screening of the film.
"We have warned the management that we will torch the theatre if PK is screened. Nobody will be allowed to hurt feelings of Hindus," Bajrang Dal Madhya Bharat joint convenor Kamlesh Thakur told PTI.
Brijesh Bhargava, Inspector, Maharana Pratap Nagar police station said nobody had been arrested, as it was just "a protest" and there was no complaint.