"We have provided adequate police security to the actor. There hasn't been any protest by anyone in the city or at Khan's house, but we have information that some outfits may hold a protest," DCP (Detection) Dhananjay Kulkarni told PTI.
Khan yesterday said he was "alarmed" by a number of incidences and his wife Kiran Rao even suggested that they should probably leave the country.
The 50-year-old actor also supported those returning their awards, saying one of the ways for creative people to express their dissatisfaction or disappointment is to return their awards.
He said he also feels that the sense of insecurity and fear has been growing in the past six or eight months.
Khan was speaking at the Ramnath Goenka Excellence in Journalism Awards in Delhi.