A sketch of one of the terrorists has been circulated in all police stations.

A high alert has been sounded in eight districts of Madhya Pradesh bordering Gujarat and Rajasthan after intelligence inputs about possible presence of terrorists. The police said extensive searches are being conducted for the four Afghan-origin terrorists, who were last known to be in Gujarat and Rajasthan.

A sketch of one of the terrorists has been circulated in all police stations, outposts and check-points, said Jhabua district police superintendent Vineet Jain. He is from north-eastern Afghanistan's Kunar province.

It is not known how the terrorists made their way into the country.

Searches are being conducted in Jhabua, Alirajpur, Dhar and Barwani districts which border Gujarat and Ratlam, Mandsaur, Neemuch and Agar-Malwa districts located on the border with Rajasthan.

According to police sources, the alert was sounded on Monday evening, after which checking began at 10 security check points in Ratlam. Similar action has been started at the inter-state check points of Jhabua and Alirajpur and Agar-Malwa.

Trains coming from Rajasthan and Gujarat are also being combed, the police said. All eyes are on the Ratlam railway junction as it lies centrally on the New Delhi-Mumbai route.

Jhabua district police superintendent Vineet Jain said through the day, the Gujarat police was carrying out extensive checking at all inter-state border check points.

"But since the evening, we too have started exhaustive checks at 11 inter-state border points in Jhabua district, particularly on the Pitol check point," he said.

Last week, 31-year-old Jahirul Shaikh, an accused in the October 2014 Burdwan blast case, was arrested by the National Investigation Agency from Indore's Azad Nagar locality.