Sources in the Delhi government said the death threat was sent to Mr Kejriwal through email on Tuesday as well as Wednesday.
Delhi Home Secretary S N Sahay has asked Police Commissioner Verma about the threat and requested him to look into it urgently.
Mr Sahay has also forwarded the threat emails to the police commissioner, sources said.
The sender of the emails has not disclosed identity.
"There's a letter from the Chief Minister's office forwarding an email mentioning some names and numbers of people who want to kill the CM. We are verifying the information. No case has been registered in the matter so far," said the officer.
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