The Leicester City, along with a few other key senior players, were accused of having the Italian axed recently following a run of poor results from the reigning Premier League champions.
Vardy has maintained his innocence all along and has now lifted the lid on what went on after the club's decision to part with fan favourite Ranieri.
"The story is out there, then people pick it up and jump on it and you're getting death threats about your family, kids, everything," Vardy said, according to The Guardian.
"I try to get on with it but when people are trying to cut your missus up while she's driving along with the kids in the back of the car it's not the best. It's happened plenty of times. It is terrifying."
Vardy gave some further insight tint his alleged role in Ranieri's downfall.
"Apparently the meeting that got him sacked I read one story that said it was straight after the Sevilla game," he added.
"It said I was personally involved in a meeting when I was actually sat in anti-doping for three hours. The stories were quite hurtful.
"A lot of false accusations were being thrown out there and there's nothing us, as players, could do about it."