According to party officials, Raut received a WhatsApp message on his mobile late on Friday night on the alleged threat.
The message warned that whenever Raut is seen in New Delhi, he would be shot dead with an AK-47 rifle.
Not taking chances, Raut informed the Mumbai Police Commissioner and a probe is underway.
Earlier, he had written to Deputy Chief Minister Devendra Fadnavis on the threats to his life.
On Saturday, Sena (UBT) Leader of Opposition (Council) Ambadas Danve said that the present state government had removed Raut’s security, and urged that the threats must be taken seriously.
It maybe recalled that Bollywood superstar Salman Khan had also got death threats recently from the Lawrence Bishnoi gang or his henchmen.
(IANS)