Reform Party candidate Kenneth Jeyaretnam has lodged a police report over anonymous threats against him and his family if he doesn't drop out of the four-cornered Punggol East fight.

The Straits Times spotted him leaving the Sengkang Neighbourhood Police Centre on Friday afternoon, after spending several hours there.

When approached, Mr Jeyaretnam confirmed that he had lodged a police report but declined to comment further.

He said the threats came barely hours after he was announced as a candidate for Punggol East by-election on Wednesday

Despite being worried about his family's safety, Mr Jeyaretnam insists he is fighting on in the four-cornered fight.