The statement said there were "some disturbing reports in the Indian media which indicate that the safety and security of Pakistani visitors to India, including that of over 600 Zaireen (pilgrims) scheduled to visit Ajmer Sharif for the annual Urs this month, may be in jeopardy".
The statement did not give details about these media reports.
The advisory was issued days after a Pakistani prisoner, Sanaullah Ranjay, was severely assaulted in a jail in Jammu.
Ranjay was attacked soon after Indian death row prisoner Sarabjit Singh died in Lahore following a brutal assault in Kot Lakhpat Jail.
The two incidents triggered fresh tensions between the two countries.
Earlier this year, bilateral relations were hit by a string of violations of the ceasefire along the Line of Control in Jammu and Kashmir.
"The Government of Pakistan would also call upon the Government of India to ensure that necessary arrangements are in place to provide full protection to all Pakistani visitors to India," the statement said.