Kasab admitted to being a member of Pakistan-based militant group Lashkar-e-Taiba, which remains a powerful force in the violence-torn country which is home to numerous armed anti-India groups.
"We did ask for precautionary measures in terms of protecting our diplomats in Pakistan. We sent a missive to that effect," Indian foreign minister Salman Khurshid told foreign journalists on late Wednesday after the execution.
An Indian foreign ministry spokesman confirmed on Thursday that the demand had been made as "there was a need for extra security".
Mohammed Ajmal Kasab, 25, was hanged at a prison in western India after being convicted of "waging war on India" for his role in the three-day assault on India's commercial capital that left 166 people dead.
Kasab, a former labourer and small-time criminal, was the only survivor out of 10 heavily-armed Islamist gunmen who laid siege to the city in what was intended as a suicide mission.