Leicester City received death threats after sacking of Ranieri
According to the reports, Vardy led a group of other senior players to revolt against the Ranieri after their 2-1 loss at Sevilla in the first leg of the Champions League second round tie in February.
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The striker blamed the various reports for the threats on his life and that of his family.
“Then, of course, the story is out there and people pick it up and jump on it and you're getting death threats about your family, kids, everything,” the 30-year-old striker said.
“On social media, you name it - walking down the street. To be honest, I get them every week. Football fans don't seem to like me that much.
“I just 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.”
The England international also denied that the players were responsible for the sacking of his former boss and defended why he took long before reacting to the dismissal.
“I can understand what you are saying, but personally, my tweet was going out straight away, but I wrote it that many times, I couldn't quite get the wording right. You don't know what to say,” he said.
“It was 24 hours before I did it (it was actually 48 hours) but we had just got back from Seville. We were delayed, landed, then went straight back home, kids in the bath and straight to bed myself.
“It's hard. Don't get me wrong, what he did for Leicester was unbelievable and nobody would have expected that in a million years. We can only thank him for that.
“But the way this season has gone, players never seem to be the ones who get the sack. It always falls on the manager and that is what has happened. We are all sincerely gutted that it did.”