The Islamabad High Court had ruled last week that holding Khan's trial inside jail premises on security concerns was illegal, and ordered it restarted in an open court.
He has been charged with leaking state secrets, which he has denied.
The former cricket star has been embroiled in a tangle of political and legal battles since he was ousted as prime minister.
He has not been seen in public since he was jailed for three years in August for unlawfully selling state gifts during his tenure in office from 2018 to 2022.
"Jail reports have been submitted citing that Imran Khan has life threats according to various intelligence and police reports," said the lawyer, Naeem Panjutha, in a post on social media platform X, formerly known as Twitter, Reuters reported.
A special court has been conducting the trial in prison since Khan was indicted on the charges last month.