Security has been strengthened at all major installations in the coastal state following a warning from the central intelligence authorities, the state police director-general said.
"A team of NSG (National Security Guard) arrived in Gujarat last night following the terror alert. The state has been put on high alert," P.C. Thakur told AFP.
TV footage showed security men frisking visitors outside hotels, cinema and malls.
In a notification issued by the Gujarat home department, all top police chiefs were asked to return to duty immediately and report any suspicious activity.
Thakur said central authorities feared that members of banned militant outfits such as Lashkar-e-Taiba may have infiltrated through Kutch district, which has a land and sea border with Pakistan.
India blames Lashkar-e-Taiba (LeT) for the 2008 Mumbai attacks that killed 166 people. Pakistan's government has announced a ban on LeT but a number of its leaders, including Hafiz Saeed and Zaki-ur-Rehman Lakhvi, remain free.
Gujarat, the home state of Prime Minister Narendra Modi, was also rocked by a series of bombings in 2008 which killed at least 45 people.
In 2002 the state was torn by riots which killed more than 1,000 people. India has fought three wars with its nuclear-armed rival, two of them over the disputed Himalayan territory of Kashmir.