TMZ reports that sources say she fears members of the organisation now see her as a threat after her split from Tom Cruise, which was announced on Friday (June 29).
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Photographers following Holmes have also revealed that there have been several "mysterious" men and vehicles tailing her and surrounding her apartment in the city, including a white Cadillac Escalade and black Mercedes SUV.
However, the website says that a rival publication has also been tracking Holmes's whereabouts, although the actress believes that there are also others on her tail.
Holmes was reported on Saturday (June 30) to have been uneasy with her estranged husband's links to the Church of Scientology and his subsequent approach to raising their daughter Suri.
She reportedly opted to file divorce papers in New York as this would give her a better chance at gaining custody of the 6-year-old. However, Cruise is said to be preparing to issue papers in Los Angeles in order to ensure that he is able to acquire joint custody of Suri.
Photo gallery - Tom Cruise and Katie Holmes's relationship:
Tom Cruise and Katie Holmes spotted together in Rome in April 2005, marking the beginning of their relationship
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Copyright: Rex Features
