Indore's Shree Gujarat Sweets shop, located in the Juni locality received the letter that arrived by regular post, news agency ANI quoted a police officer on Friday.
"As soon as we received the letter last evening, we handed it over to the police. We don't know what is written in it," owner of Shree Gujarat Sweets, Ajay Jain, said.
the chairman of the media cell of the Congress' Madhya Pradesh unit responded to the letter and tweeted, ""Another member of the family, which has made many sacrifices, has received a threat to his life in Indore. The state government and the Union Home ministry should not take this letter lightly."
Adding more, Mishra said that Kamal Nath has personally met Chief Minister Shivraj Singh Chouhan, requesting security for the MP-leg of the 'Bharat Jodo Yatra'.
Confirming that the letter was sent by regular post to the sweet shop, Deputy Commissioner of Police (DCP) Rajesh Singh said that the police has launched an investigation in the matter.
The letter had a reference to the 1984 anti-Sikh riots in Delhi and said bomb blasts would be carried out during Rahul's visit to Indore and Nath will be shot, reports say.
The closing line of the letter, according to reports, said Rahul would meet the same fate as his father and former prime minister Rajiv Gandhi.
With ANI inputs.