Indian intelligence source said on Thursday that the new threat is highly serious for the country.
The unnamed official added that such matters cannot go unheeded, as they deal with the long-term regional security.
The move comes after the al-Qaeda chief, Ayman al-Zawahiri, recently said his terrorist group aims to extend its scope of activities to Myanmar, Bangladesh and India. In a video posted online, Zawahiri has also pledged renewed loyalty to Afghan Taliban militant leader Mullah Omar.
Zawahiri also noted that "al-Qaeda in the Indian subcontinent" would escalae attacks across the troubled region.
The Indian government has asked officials in Gujarat, Madhya Pradesh, Uttar Pradesh and Bihar states to implement the new security measures immediately.
"In the wake of this al-Qaeda video, we will be on a higher alert. We will work closely with the central government to tackle any threat posed to the state," media outlets quoted SK Nanda, the top official in Gujarat's home department, as saying.
Indian Home Minister Rajnath Singh has met senior intelligence officials to discuss new security measures and to brief the Prime Minister Narendra Modi.
A number of Indian cities have been hit by serial blasts and terror attacks in recent years. Targets have ranged from mosques and Hindu temples to trains and courthouses.
At least 166 people were killed in Mumbai on November 26, 2008 after 10 militants attacked luxury hotels and several key locations across the city.
SHI/SHI