India has urged its citizens travelling to or living in Canada to "exercise utmost caution".
The advisory comes a day after tensions escalated between the countries with each expelling a diplomat from the other side.
Canada said it was investigating "credible allegations" linking the Indian state with the killing of a Sikh separatist leader.
India strongly denied this, calling the allegations "absurd".
Analysts say relations between the countries, which have been strained for months, are now at an all-time low.
On Wednesday, India's foreign ministry said it issued the advisory "in view of growing anti-India activities and politically-condoned hate crimes and criminal violence in Canada".
The Indian government has often reacted sharply to demands by Sikh separatists in Western countries for Khalistan, or a separate Sikh homeland.
The Khalistan movement peaked in India in the 1980s with a violent insurgency centred in Sikh-majority Punjab state.
It was quelled by force and has little resonance in India now, but is still popular among some in the Sikh diaspora in countries such as Canada, Australia and the UK.
Canada has the highest number of Sikhs outside Punjab and has seen several pro-Khalistan protests and demonstrations. In June, reports said India had raised a "formal complaint" with Canada about the safety of its diplomats there.
In Wednesday's statement, Delhi said that some recent threats were directed at its diplomats and some Indians "who oppose the anti-India agenda".
"Indian nationals are, therefore, advised to avoid travelling to regions and potential venues in Canada that have seen such incidents," it said.
Prime Minister Justin Trudeau said on Monday that intelligence agencies were investigating whether "agents of the government of India" were involved in the killing of Hardeep Singh Nijjar, a Canadian citizen - India had designated him a terrorist in 2020.
Nijjar was shot dead in his vehicle by two masked gunmen outside a Sikh temple on 18 June in British Columbia.
"Any involvement of a foreign government in the killing of a Canadian citizen on Canadian soil is an unacceptable violation of our sovereignty," Mr Trudeau told the Canadian parliament on Monday.
India reacted strongly, saying that Canada was trying to "shift the focus from Khalistani terrorists and extremists" who had been given shelter there.
Some Indian media reports claimed the statement from Delhi followed a similar Canadian advisory for its citizens travelling to India. Canada's government confirmed its travel advice for India had been updated on Monday but said it had been "as part of pre-scheduled and routine maintenance in the section on travel health information".
"No new risk information has been added to the India TAA [Travel Advice and Advisories] page," a spokesperson told the BBC. Ottawa's advisory asks its citizens to "exercise a high degree of caution" because of the "risk of terrorist attacks throughout" India.
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