The England international, who helped the Foxes win a historic Premier League title last season, has revealed that he is targeted weekly by angry football fans, the majority of whom he claims are not Leicester supporters.
The 30-year-old was rumoured to have been one of the players who pushed for Claudio Ranieri's dismissal as Leicester manager, but he has denied this.
Vardy's wife Rebekah was almost run off the road while driving with their children in the car during one incident, according to the striker.
"The story [that I played a part in Ranieri's sacking] is out there and people pick it up and jump on it and you're getting death threats about your family, kids, everything," The Mirror quotes Vardy as saying.
"To be honest I get [death threats] every week. On social media, you name it, walking down the street. Football fans don't seem to like me. I just get on with it but when people are trying to cut your missus up while she's driving along, with the kids in the back of the car. It's not the best.
"It's happened plenty of times. It is terrifying. All that can happen is they get banned on Twitter. People get cut up but if there's no cameras you're screwed."
According to Sky Sports News, the Premier League club have offered to give Vardy extra security in order to protect his family.
The forward is currently with his England teammates ahead of an international friendly with Germany and a World Cup qualifier against Lithuania.