Police officers went to the homes of Rene Mugenzi and Jonathan Musonera last week and advised them to step up security around themselves and their families, the BBC reported Friday. They were told British police could not guarantee their safety.
Musonera said he and his wife have cut off their home phone and no longer allow their children to go out. He said he has also stopped driving.
"I was not surprised, because this is not the first time they've tried to disturb the opposition," he told the BBC.
The Rwandan High Commission in London denied any government assassination plan.
"The government of Rwanda does not threaten the lives of its citizens wherever they live," High Commissioner Ernest Rwamucyo said.
A Rwandan man was recently barred from entering Britain at the channel port of Folkestone, the BBC said.