The news was published by local newspapers and confirmed by Vidimus Dominum, the information service of religious communities.
The press gave details of the types of explosives that these terrorist groups might use. Other targets include a Hindu temple, the U.S. consulate, and a British office, the press said.
Despite the threats, the Missionaries of Charity, through their superior general Sister Nirmala Joshi, said they intend to stay and to try to minimize risks.
Press reports say the terrorist groups have targeted the nuns, having decided that they receive economic aid from the United States to convert Muslims to Christianity.