The nature of the alleged safety concern was not immediately clear.
Fox News Digital has reached out to the Australian Federal Police for further comment.
Authorities conducted a 3-hour search of Albanese’s residence, Sky News reported.
"We trust the AFP to do their jobs and thank them for their work," a spokesperson for the prime minister told the network.
Albanese has informed sources that he is safe, according to Sky News.
The network also reported that Albanese has recently been targeted with alleged death threats from two different men in Australia.