"We have provided security to Azharuddin on information that there was threat to his life," Andhra Pradesh state police chief Swaranjit Sen told reporters here here on Wednesday.
"I got a call recently from the Mumbai police commissioner saying they got information that Azharuddin was under threat from some underground mafia groups."
"Any public figure getting a threat from mafia groups is a matter of serious concern," Sen said, adding the request for security had not come from the cricketer himself.
Armed personnel will provide round-the-clock security at Azharuddin's residence and the gymnasium he runs in Hyderabad, Sen added.
Azharuddin, 42, was banned from cricket for life in 2000 following a Central Bureau of Investigation (CBI) report that alleged his involvement in match-fixing.
Azharuddin denied the charge and went to court to clear his name. The case is currently being heard in a Hyderabad court.
The cricketer, meanwhile, denied he had received death threats.
"Nobody has called me to threaten me," media reports quoted Azharuddin as saying.
Azharuddin was India's most successful Test captain with 14 wins until Sourav Ganguly passed him in Pakistan last year.
The stylish middle-order batsman, who shot to fame with three consecutive Test centuries on debut against England in 1984, played 99 Tests and scored 6,215 runs with 22 centuries.
In 334 One-day internationals, Azharuddin made 9,378 runs with seven centuries.