On Saturday, Trudeau appeared 90 minutes late at a campaign rally in Mississauga, Ontario, and body armour was visible beneath his shirt and jacket, the BBC reported.
He was also surrounded by a uniformed security detail wearing backpacks. The backpacks held firearms, police sources quoted by Canadian broadcaster CBC said. Another officer was carrying a ballistic shield, CBC added.
Canadian media reports citing police sources said that there had been a security threat, but details were not made public.
On Sunday, Trudeau appeared at another campaign event in York wearing just a shirts without any protection underneath.
"This will not change at all how I campaign," the BBC quoted the Prime Minister as saying.
Asked about any threats against him, he declined to give details saying that his first concern had been for his family and for those at the rally.
"I took advice from the RCMP (Royal Canadian Mounted Police), worked with them," he added.
Trudeau's rival candidates have condemned any threats to political figures.
Leader of the New Democratic Party (NPD) Jagmeet Singh, who is also the first turban-wearing Sikh to sit as a provincial legislator in Ontario, called the threats "troubling".
Andrew Scheer, leader of Canada's Conservative Party and Trudeau's main election rival, took to Twitter saying that "threats against political leaders have absolutely no place in our democracy".
The Canadian general elections will take place on October 21.
( With inputs from IANS )