"I have filed a complaint that Asif is sending me threatening messages. He has threatened to harm me if I don't stop pursuing my demand that he return the loan he has taken from me, " Veena told.
The feud over money matters between the two celebrities has snowballed into a major controversy with the Pakistan Cricket Board cautioning Asif to focus on his preparations for the Twenty20 World Cup.
Speaking in Lahore to media, Veena said Asif owes her Rs11.3 million and publicly asked him to pay off his debt.
She inquired as to the whereabouts of the money that Asif had earned in the last few years. She alleged that Asif was not the national hero that he is portrayed as. She also accused Asif of physically abusing her while under the influence of drugs.
She added that the cricketer's name should be put on the exit control list so he could not leave the country.
Providing receipts and reading out personal details from her cellphone, Malik said that her witnesses were ready to appear in court to corroborate her story.
Pakistan's interior minister Rehman Malik also called up Veena after she made an appeal to the government to look into her case.
"Rehman Malik has asked me to send him all relevant documents of the case and has promised me security and justice, " Veena said.
The actress had an affair with Asif until he recently got married to a girl of his family's choice.
Asif has denied taking this amount and said he had returned the Rs 3.4 million he owed Veena.
The actress has filed a petition in the Lahore high court pleading for a case to be registered against Asif for fraud and cheating while Asif has filed a counter claim in the against Veena.
Asif on Wednesday also filed a petition in the Lahore High Court against the order of an Additional District & Sessions Judge (AD&SJ), who on a plea of actress Veena Malik had directed police to proceed against Asif in accordance with the law.
Mohammad Asif through his counsel submitted that the judge of Sessions Court issued orders to the police without applying his legal mind and requiring essential documents from respondent Veena Malik.
On the other side, Veena through her counsel pleaded that the police were not complying with the court order and were reluctant to register a case against Asif. Her counsel sought directions for the police to act in accordance with the law and implement on the orders issued by the Sessions Court.
The feud has got the PCB worried, as the team is due to leave for the West Indies on their World Cup campaign on April 24.
"So far we have treated this as a personal issue of Asif as he has not missed any session of the training camp but obviously we are concerned this issue might not affect his focus, " Pakistan team manager Yawar Saeed said.
"We have told Asif to focus on his cricket and get over this issue quickly. The World Cup is a very event for us. And we are keeping a close watch on things, " he added.