"I have received a life threat. The police are working," the president said in an interview with the Destape radio.
According to Fernandez, he will not go into details of the matter as he does not want to interfere with the investigation.
Recently, Argentina has been grappling with growing civil discontent over soaring inflation. Protesters demand government action to raise salaries and unemployment benefits as the country has seen some 40% of the population drop below the poverty line due to economic crisis.