A source close to the politician said Trudeau has inquired about a risk assessment and is waiting to hear back.
Trudeau's home in Ottawa’s Rockcliffe neighbourhood was broken into overnight Saturday while his wife, Sophie Grégoire-Trudeau, and their three young children — Xavier James, Ella-Grace and Hadrien — were asleep.
Trudeau was in Winnipeg before travelling to Montreal on Saturday for the city’s Gay Pride festivities.
A threatening letter was left atop several large kitchen knives arranged in a row on the kitchen floor, according to multiple sources.
According to a source close to the investigation, the letter said: "These items cud have been taken but they weren't so u shud consider locking yur doors in the future."
Trudeau's family left to meet him in Montreal for safety reasons. Trudeau told media his family was shaken by the break-in.
"Obviously we're extremely troubled by this," he said on Saturday.
"Everybody's safe, but the idea of someone getting into the house while my family was sleeping, while I'm away working is very distressing, to say the least."
Nobody was hurt.
According to the RCMP, it is "mandated at all times, during both private and official functions, for the personal protection of the Governor General of Canada, the prime minister, their families and residences."
The RCMP says it is "responsible for the safety" of Supreme Court and Federal Court judges, as well as federal cabinet ministers. Its protective policing unit also provides security for Parliament Hill, Rideau Hall and the Supreme Court of Canada.
However, its website does not mention mandated protection for any additional politicians.