Mental harrasment and warning by colleague

Dear Sir, Good Day... I am working abroad and my colleague wife was in touch with me on whatsapp as a sister and nothing else. i did not do any wrong conversation with her or she do but my colleague was doesn't know that she is sending messages to me and one time he found in her mobile that she is chatting with me on whatsapp. i apologises my colleague about it but he was having regular harassment with her wife at home and it goes very long and my colleague tried to involve other colleagues and tried to prove front of management that i was wrong and i had done chatting with other colleagues wife's and i has to be terminated but nobody helped him in his wrong way also management comes know that he is wrong and tried to make false statements, instead of all these he is still threatening me that he will kill me for that or he may do something else or he may file a any wrong case against me. i am afraid that might he be he is going to be mad for this. Please help to get rid of this situation, please suggest me what precautions i can take, do i need to file a case against him. We are both from india.