Ms Deves was hand-picked by Prime Minister Scott Morrison to run in the previously Liberal-held seat of Warringah at the May 21 election.
She has attracted controversy over a series of comments made about the issue of transgender children playing school sport.
She has apologised for Twitter posts, which have since been deleted, in which she described transgender children as "surgically mutilated and sterilised", and said surrogacy was a "human rights violation".
The candidate revealed in an SBS interview aired on Sunday night she had received death threats and police were now involved, with her family temporarily leaving Sydney for their safety.
However a spokeswoman for NSW Police told AAP on Monday: "The NSW police force has not received any reports of threats made."
The spokeswoman reminded members of the public to report any such incidents.
A spokeswoman for the Australian Federal Police told AAP: "The AFP does not comment on matters that may be the subject of investigation."
A Senate estimates committee was told in March an online portal had been set up, co-ordinated with the Australian Electoral Commission, to provide advice to candidates if they had any security concerns.
The AFP has also set up an incident co-ordination centre for the period of the election campaign.
It is unclear whether Ms Deves made use of the AFP process.
Ms Deves said in the interview she recognised the debate required "dignified and respectful" discussion rather than divisive and hurtful comments posted to social media.
"With this issue we have a collision of rights and - thus far - the voices of women and girls have not been heard," she said.
"And when we have a collision of rights, in liberal democracies, we debate them in a reasonable, measured fashion."
Labor deputy leader Richard Marles told reporters in Darwin on Monday no one in public life should have to endure death threats.
"They are totally unacceptable," he said.
Mr Morrison told reporters on Sunday before the interview aired that Ms Deves recognised a "sensitive approach" was needed.
But he backed her right to express her views about an issue which was "fundamentally about women and girls in sport".
NSW Treasurer Matt Kean has called for Ms Deves to be disendorsed, saying her remarks could put the chances of the Morrison government being re-elected at risk.
Mr Morrison, who is in Darwin, has paused campaigning for Anzac Day but is expected to campaign in Queensland on Tuesday.Â
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