"There were European MPs who gave," Ibrahim was quoted as saying by Malaysian newspaper Malay Mail.
He also added that he would make a full statement on the issue later, the report said.
The prime minister did not reveal the identities of the members of the parliament who threatened him, but emphasized that he would not allow himself to be intimidated, the newspaper reported.
On Wednesday, the head of the Malaysian police said that Ibrahim's security would be strengthened.
On October 7, Palestinian movement Hamas launched a surprise large-scale rocket attack against Israel from the Gaza Strip.
Israel launched retaliatory strikes and ordered a complete blockade of the Gaza Strip, home to more than 2 million people, cutting off supplies of water, food and fuel. The escalation of the conflict has resulted in thousands of people killed and injured on both sides.