The security has been beefed up after several ministers in Rajasthan received e-mail threats by a militant group of a terror strike on January 26.
According to police, about 15 ministers in the state received the mail on their official e-mail ids.
Director General of Police, Omendra Bhardwaj, said the investigation has been launched after several ministers complained.
Police are yet to ascertain the authenticity of the threat, reportedly issued by militant group Indian Mujahideen.
"No specific target has been mentioned in the mail but we have got inputs from the central intelligence agencies, so we have increased security in the whole state," said Bhardwaj.
Rajasthan Home Minister Gulab Chand Kataria said that proper safety measures are being taken.
"I have got information on the topic and the department has made all arrangements that are supposed to be made keeping in mind the security," Kataria said.