The Edinburgh South West MP confirmed that she had made the report to police after an astonishing turn of events earlier today where she was sacked in an SNP reshuffle.
Ms Cherry had been the SNP justice and home affairs spokeswoman at Westminster – but was also seen by many as being close to former leader Alex Salmond, as well as having come in for criticism from some for her stance on transgender issues.
The reshuffle revealed that Anne McLaughlin has now been appointed as the party’s Westminster spokeswoman on justice and immigration.
It comes after Ms Cherry successfully challenged Prime Minister Boris Johnson’s plans for the prorogation of Parliament in 2019.
As the SNP Westminster reshuffle was announced, Ms Cherry tweeted: “Despite hard work, results & a strong reputation I’ve been sacked today from @theSNP front bench.”
She added: “Westminster is increasingly irrelevant to Scotland’s constitutional future and @theSNP would do well to radically rethink our strategy.”
Later on Monday the MP said that she had contacted police after receiving a threat from a man.
She tweeted: “Action and inaction have consequences. Tonight I’ve received a vicious threat from a man to my personal safety.
“The matter has been reported to Police Scotland and I’m somewhere safe. Thank you for all the lovely messages of support.”
Police have confirmed a report of “threatening communications being made online”.
The reshuffle saw four SNP MPs join the party’s frontbench team in the Commons, with Patricia Gibson becoming spokeswoman for housing, communities and local government, while Angela Crawley takes on the role of shadow spokeswoman for the Attorney General.
Richard Thomson and Stephen Flynn, both of whom were only elected to the Commons in 2019, have also stepped up, becoming the party’s Northern Ireland spokesman and business, energy and industrial strategy spokesman, respectively.
A Police Scotland spokesperson said: "Around 7pm on Monday 1 February 2021, officers received a report of threatening communications having been made online.
"Enquiries are ongoing."