The Bharatiya Janata Party (BJP) leaders also submitted a memorandum to Shinde over the issue.
The BJP leaders quoted media reports saying there were terror threats to their leaders.
"The BJP is extremely concerned about these developments. Even earlier, there have been threats," BJP leader Ravi Shankar Prasad said.
"It is election time and our leaders are going across the country for campaigning. We have demanded immediate action," Prasad said.
Party spokesperson Nirmala Sitharaman had Thursday evening quoted media reports saying there is threat to senior BJP leaders.
Shinde, however, denied having information about any possible threat to the BJP leaders from terror groups.
"We have no information regarding terror threat to BJP leaders," the home minister said Thursday.
He also said adequate security has been given to BJP's prime ministerial candidate Narendra Modi.