The food critic and restaurateur was announced as Mary Berry’s replacement on the show earlier this month, following its move to Channel 4.
But the 77-year-old says she was shocked by the level of security provided by Love Productions, who make the show, after it was confirmed she would be joining Paul Hollywood as a judge.
But when Prue returned to her home in the Cotswolds, she discovered she had been granted the security protection anyway.
Prue also revealed that Mary Berry has been in touch to reassure her not to worry about any threats.
She revealed that Mary told her: “Look, if there’s a big story there might be somebody at the gate, but most people like the show.
“It’s quite nice walking into the supermarket and being asked: ‘Are you the lady off the telly?’ That happens to me now and I always enjoy it.”
Earlier this month, Prue revealed she had also talked to Mary about Paul Hollywood before agreeing to sign up for the show.
“I think what would have been fatal is if they had tried to simply do exactly the same thing and replace Mary with someone very like Mary and to replace Sue and Mel with similar cookie-girl comedians,” she added.
‘The Great British Bake Off’ is expected to launch on Channel 4 later this year.