This was the second terror alert in the day, after reports that six Lashkar-e-Taiba men have entered Tamil Nadu via Sri Lanka.
A senior police official said that the district officials in Mathura, Varanasi and Ayodhya have been asked to keep a cloase vigil.
Mathura, where Janamashtami celebrations have begun, is being given additional security for the festival.
As part of stringent security measures, platoons of Provincial Armed Constabulary (PAC) and 15 companies of paramilitary forces are being deployed in the state.
Talking about additional security measures, Inspector General (Law and Order), Praveen Kumar, said that there are instructions to keep an eye on temples and other religious places using security gadgets.
Police personnel have been told to remain pro-active in areas where a number of religious procession will be taken out as part of the celebrations.
Intelligence department has also been instructed to remain alert during the festive occasion, Kumar said.
A grand celebration, 'Shri Krishnotsav', is being organized on the occasion of Janamashtami in Mathura-Vrindavan from August 23 to 25.
Adityanath, BJP MP Hema Malini and state ministers were expected to take part in the celebrations.
A procession of around 1,000 artistes from different parts of the country has been planned.
Famous Bhajan singer Anup Jalota will also perform at the event on August 25. A grand 'Dahi Handi' will also be held by a team from Mumbai.
( With inputs from IANS )