Ukrainian President Viktor Yanukovych has ordered an immediate investigation into reports of threat against his bitter political rival Yulia Tymoshenko, according to RIA Novosti.

Former prime minister and current opposition leader Tymoshenko moved into the opposition after narrowly losing the presidential elections in February.

She said on Thursday that an anonymous man had called her to warn that she would come to regret her criticism of the Ukrainian president.

"Ukrainian President Viktor Yanukovych has ordered state security authorities and other law enforcement agencies to check immediately the information from the Yulia Tymoshenko bloc press service about the threat," Yanukovych`s press service said on Friday.

The Ukrainian president also said Tymoshenko would be provided with additional security until the investigation is completed, the statement said.

Tymoshenko has accused the president of bowing down to Russia and carrying on "anti-Ukrainian" and "anti-European" policies.