It is reported that he has been assigned an armoured military vehicle for his personal transport.
Vittorio Teresi, a colleague of Di Matteo in the Palermo prosecutor's office, told La Repubblica newspaper: "We're frightened. I admit it. They say the explosives are ready. Put yourselves in our shoes. This news is causing great anxiety and stress for our families too. But we're ready to fight on."
Palermo's deputy chief prosecutor, Leonardo Agueci, said the danger was "real and present".
Di Matteo, a married, 53-year-old father of two, was returning to the heavily fortified bunker courtroom at Palermo's Ucciardone prison to interrogate Mafia turncoat Angelo Siino, Cosa Nostra's "ex-minister of public works", on the secret state-mob negotiations.
The clandestine talks of 22 years ago are thought to have been held in a bid to stop Cosa Nostra's bloody campaign that claimed the lives of policemen, politicians, members of the public and two prominent anti-Mafia magistrates, Giovanni Falcone and Paolo Borsellino.
Mobsters were furious about harsh new solitary confinement terms in prison and the success of "maxi-trials" introduced by prosecutor Falcone.
Messages of support for Di Matteo and his colleagues in Palermo arrived from the president of the parliamentary anti-Mafia commission, Rosy Bindi, and the Italian Minister of Justice, Andrea Orlando, who phoned the Palermo prosecutor's office from New York to check on the magistrates' security.
But Teresi said that the group of Palermo magistrates investigating the state-Mafia negotiations felt isolated - even from other magistrates, some of whom questioned their probe into murky events that happened more than two decades ago.
Last month, President Giorgio Napolitano, was questioned by the Palermo prosecutor's office via video link with the Quirinale Palace in Rome.
The 89-year-old Italian head of state, who was parliamentary speaker at the time of the presumed negotiations with Cosa Nostra, said that "he had never known of any deals" aimed at halting Sicilian Mob bosses' brief war on the state.
Author and Mafia trial expert witness Corrado De Rosa, said: "There are powers who don't want this topic investigated ... And to stop this happening they rubbish the magistrates and even say they're mad.
"It started with Antonio Ingroia and now it's happening to Di Matteo and his group. This leaves them isolated, and in this way they're more vulnerable."
- Independent