The 44-year-old has been subjected to vitriolic abuse by Rovers fans angry at events both on and off the pitch at Ewood Park this season.
He told The Times: "I was advised that it would be in my interest to have somebody with me at all times."
He added: "I was at a restaurant with my wife and children a few months ago and got a text message from a friend telling me to be careful.
"There was stuff going out on Twitter from an activist group which identified the restaurant so that people could confront me.
"I showed the text to my wife and we decided to leave straightaway.
"We didn't tell the children because we didn't want to frighten them. We just said that there was a good place around the corner where we could get pudding.
"The chap who protects me is a seventh dan in karate, but he is not big or butch or anything. He knows how to handle himself. It is a bit strange having him around, but there are some good things too. He is bloody interesting to talk to, for a start."
He continued: "I think the vast majority of fans are passionate, but non-violent, whether towards me or anybody else. I also think most of the Blackburn fans are behind me."
Meanwhile, a report in Friday's Daily Telegraph suggests defender Christopher Samba, who made a transfer request earlier this season, is poised to complete a move to Russian side Anzhi Makhachkala.
Source: PA
Source: PA