Hindu extremists protested over the paintings as they showed goddess Kali in semi-nude state.
The exhibition ended on Monday, April 8. Banik said she got death threats over phone. She has been given police protection.
"I don't know if it's safe for me to go out," Banik said.
Varsha Thakar of the Hindu Janajagruti Samiti group (meaning "forum for Hindu public awakening") also protested against the paintings.
"We are not against artistic freedom but would like to know what connection can be drawn between the gang-rape victim and a goddess," Thakar told.
The Jehangir gallery director, K.G. Menon, confirmed that Banik had been asked to remove works but would not go into detail.
"That matter is over and I don't want to talk about it," she said.
The paintings of Banik included the Hindu goddess Kali without the garland of skulls that normally covers her breasts.
Another one showed a goddess-like woman with strawberries placed on her body like fig leaves.
Banik said, "I created the painting to protest against the fatal gang rape of a medical student in New Delhi in December that shocked India."
"I wanted to express that the goddess is there in all women, so why do you rape her?" said Banik, 41, who has exhibited her works in India and London.
Banik said Hindu extremists asked her to remove the paintings.
After receiving complaints, Mumbai police and the gallery insisted Banik to remove the paintings from public view.
"It's insulting for any artist. I express my freedom of expression through my paintings," said Banik.