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Police raised concern as it is the third similar incident in a week.
The police have said that there was no need to panic as the situation was under control.
The star took to social media and shared an Instagram story of their visit to the Golden Temple.
Around 100 activists led by Imaan Singh Mann, son of Shiromani Akali Dal president and former MP Simranjit Singh Mann, raised slogans at the Akal Takht - the highest temporal seat of Sikhs.
Ganguly said he doesn't now what is in Dhoni's mind but promised that a player of his stature will be accorded respect.