"Self-styled Taliban commander Ahmed Masood issued the death threat in a hand-written letter sent to Veena for appearing on the Indian show," Sohail Rashid, her media manager, said.
"Veena is in India but she will not seek asylum there or in any other country on security grounds," Rashid said.
He dismissed speculation that the media was informed about the Taliban threat to garner "cheap publicity" for Veena.
Rashid said clerics in Pakistan had been criticising Veena since she appeared in Indian television shows, especially "Big Toss".
"This is not the first time she has received threats. Earlier she was given threats through SMS messages," he added. The authenticity of the letter could not immediately be verified.
Veena, 33, earned the ire of clerics and hardliners for her appearance in "Big Boss", during which she featured in several intimate scenes with actor Ashmit Patel.
Hardliners have accused her of shaming Pakistan.
The actress in currently in India to host the cricket World Cup show "Big Toss".
Veeena told the media that her security was a concern and the Pakistan government is responsible for protecting her and her family.
Noting that key personalities like Punjab Governor Salmaan Taseer had been assassinated by hardliners despite being provided security, Veena said her life and death was in God's hands.
