He said if the threats did not stop, he would be "compelled" to name the "organisations and officials" who were responsible for them.
Without naming any intelligence agency, Sethi said during his show on Geo News channel that the organisation's operatives were "in touch with and threatening several other senior journalists".
The journalists did not speak about the threats before "because we did not want to destabilise things", he said. "But the time has come when all of them should come forward and speak about it publicly."
"This is not the age when intelligence operatives should be threatening their own civilians. A State within the State is not acceptable," Sethi said.
Sethi's remarks that he had been receiving "serious" threats both from the "non-State and State actors" came a week after journalist Hamid Mir claimed that he had received threatening messages from the "security establishment".
Sethi, who is editor-in-chief of the weekly The Friday Times, has faced problems with the security establishment in the past too.
He recently spent several months in the US following reports that he and his family had been receiving threats.
Media advocacy groups say 29 journalists have been killed in Pakistan in the past five years, and many of them were targeted for their work.
In May this year, journalist Syed Saleem Shahzad was abducted and killed in Islamabad, two days after he alleged in an article that Al Qaeda had infiltrated the Pakistan Navy.
Many rights groups and journalists' organizations accused the Inter-Services Intelligence of involvement in the incident, a charge that was denied by the spy agency.