"The person who made the threat call to the Mumbai Police Control Room has been taken into custody from the Chembur area. He is mentally ill," the police added.
The Mumbai police at once alerted the Maharashtra ATS and the Goa police control room, the Mumbai police said.
The police swung into action and carried out searches at several key public places and installations across the city.
The Mumbai Polioce have dispelled rumours of a curfew being imposed around the Gateway of India, in Mumbai ahead of a citizens rally which is to held there on Wednesday evening.
A week after the murder of the senior crime reporter Jyotirmoy Dey, the Mumbai Police control room on Saturday received an anonymous phone call from Yemen with the caller saying Indian Mujahideen was behind the killing.
One person died in the group clash, while two were killed in the police firing that took place after both groups cornered a small police contingent and targeted it with stones and other objects.
Mumbai Police Commissioner Rakesh Maria has received a letter purportedly threatening a terror attack in the metropolis to "take revenge for Gaza" attacks, following which an alert has been sounded in Mumbai.
A tweet by the Press Information Bureau said the states which have imposed lockdown in all districts include Chandigarh, Delhi, Goa, Jammu and Kashmir and Nagaland. The other states are: Rajasthan, Uttarakhand, West Bengal, Ladakh, Tripura, Telangana, Chhattisgarh, Punjab, Himachal Pradesh, Maharashtra, Andhra Pradesh, Meghalaya, Jharkhand, Bihar, Arunachal Pradesh, Manipur, Tamil Nadu, Kerala, Haryana, Daman Diu and Dadra and Nagar Haveli, Karnataka and Assam.