The Spaniard - ranked 21 in the world - was speaking after the opening day of the Australian Open was overshadowed by a joint investigation by BuzzFeed News and the BBC, which alleged tennis authorities failed to act upon repeated warnings regarding claims of match-fixing involving a number of players on the professional circuit.
In the investigation it is claimed a US Open champion and Wimbledon doubles winners were among 16 players repeatedly reported for losing games when highly-suspicious bets have been placed against them.
It is said Russian and Italian gambling syndicates have generated vast profits by betting on matches, including some at Wimbledon and the French Open.
The ATP has denied it ignored reports of match-fixing and insisted the Tennis Integrity Unit (TIU) acts on all information it receives.
Bautista Agut – who beat Martin Klizan 6-2 6-3 4-6 2-6 6-2 in the first round in Melbourne – said in quotes reported by AS: "One day there will be a betting disgrace.
"When you lose a game, everyone says things to you. I took a message on Facebook to the police. One wrote to me: 'Careful when you leave your house, I'll be waiting for you and I'll hang you from a tree'.
"I lost a match with [Grigor] Dimitrov 7-6 in the third set when I was winning 6-3 in the tie-break. I lost and this guy messaged me so that I left the hotel the next day looking all around me.
"Players receive every type of threat and serious insult through social media.
"I want to win because it's my children's bread. What's the solution? It's very simple: delete the bets. The truth is that there's a lot of money in tennis, and that we all benefit, but we have to try to look for another solution to fix it.
"Nothing like that has ever happened to me, nobody has ever come to me [to fix matches]. I would never do that."