Rajasthan Royals' Warne, Watson, Smith and team manager Darren Berry -- now holidaying in Goa -- are very scared after the incident and are refusing to return to Jaipur. They are even considering leaving India altogether.

"(There's) a real option of getting on the plane and getting out of here. We are not comfortable at all. This is an extremely uncomfortable situation," Berry was quoted as saying by Macquarie National News.

Berry said his family members in Australia were concerned about his safety in India.

"Cricket has been good to me, but I have a wife and three kids back in Melbourne and they are less than impressed with the part of the world I am in."

Berry said Warne was also worried due to the bomb blasts that killed more than 60 people in the Pink City.

"I was talking to Warnie and asked, 'If this blast had occurred a day before we were due to fly over here, would we still have come?', he said there was no way we would have come.

"It is terrifying. To think I was standing in the exact location the bombs went off only two days ago...it was a couple of kilometres from the team hotel.

"The whole country has gone into lockdown."

Rajasthan Royals are next meeting Bangalore Royal Challengers in their home leg encounter on May 17 and although IPL commissioner Lalit Modi has assured that extra security will be put in place for the tie, Berry is anxious about the evening.