Filmmaker Anurag Kashyap filed a police complaint after a person issued a threat on Twitter, an official said on Saturday.
The official termed it as an "abusive one line general threat" and said Kashyap had lodged the complaint at Cyber police station of the Mumbai Crime Branch.
"The threat was made on Thursday. We have started a probe," he said.
Kashyap was among the film personalities who, on July 23, released a letter for Prime Minister Narendra Modi over mob violence and incidents of lynching.
The letter contended that the slogan "Jai Shri Ram" had become a "provocative war cry" that was leading to law and order problems.
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