But the Pakistan Tennis Federation (PTF) said it would not boycott the Asia-Oceania tie in February despite the decision to shift the match to New Zealand, who will announce the venue for the tie on Friday.
"This is an unwarranted and unfair decision of the Davis Cup Ties Committee, taken without even consulting us," PTF president Dilawar Abbas said on Thursday.
Local tennis circles were angered on Wednesday when the ITF informed them of the switch because the New Zealanders expressed concern over travelling to Pakistan.
Abbas said the federation did not plan to boycott the match because it would be "detrimental" for the Pakistani players.
He said a letter had been sent to ITF president Francesco Ricci Bitti, asking him to direct the Davis Cup Ties committee to review its decision.
"We have told him we are willing to give all security assurances
Abbas said the sports ministry would also be sending a strong protest to the ITF.
"However, we have some hope as the ITF president has passed on our letter to the Davis Cup committee and asked them for a review of their decision," he added.
Saulat Abbas, director general of the Pakistan Sports Board, added: "This decision to move the Davis Cup matches to New Zealand is a blow to our prestige as a nation."
Since the September 11, 2001 attacks on the United States, many countries have shied away from sending sports teams to Pakistan.
The country has been hit by a wave of attacks on Western and Christian targets blamed on Islamic militant groups angered at Pakistan's support of the U.S. war on the Taliban in Afghanistan.
The New Zealand cricket team returned home in May from the port city of Karachi without playing a test match after a bomb outside their hotel killed 12 people and injured many more.