One troll wrote: "You mut be dead and your family will be death i promise and allah must promise i and allah see you and check you your angel death came too see you. [sic]"
Some accused Khan of "betraying" Islam, and another told Khan he should "go to hell" for putting up the tree.
One man wrote: "Allah is definitely judging him for that and will surely punish those who imitate the kuffar by celebrating and joining in their pagan... festivals."
But many other followers, including a number who said they are Muslim, defended Khan's actions.
One wrote: "A Christmas tree for his daughter doesn't mean that he's changed religions."
Another added: "He lives in England in a western culture where Christmas is celebrated. It's about respect just like if you we're in another country. It's for his daughter."
In an interview last year, Bolton-born Khan said he spends every Friday afternoon at the mosque near his training camp in California.
He said the mosque was his "favourite place to go", adding: "I am not afraid of saying I am a Muslim.
"I think some people would be scared to say that they are Muslim, especially during the current time, but I am a proud Muslim.
"There are a lot of good Muslims out there who are against terrorism, who are against, you know, people killing each other."
Khan was reportedly allowed separate meals from other contestants on I'm A Celebrity... Get Me Out Of Here!, to make sure everything he ate was halal.