Watch the video Salman Khan Receives Death Threat From An Anonymous Caller, Police To Review His Security! I am sure by now thousands of Bhai fans would be freaking out! An anonymous caller has threatened to kill Salman Khan on phone, because of which the Mumbai police is set to launch probe into the matter. The phone call was made to the city’s Police Control Room on February 16, the police said. Though it's being suspected that it was a hoax call and no case has been filed yet. Police has managed to locate the place from where the call was made and have decided to review Salman's security. Well, that must be some relief for his fans. Let's just hope Bhai stays safe!