The report said similar reviews will be carried out in Bangladesh and Sri Lanka.
A suicide attack on the Indian embassy in Kabul in July killed scores of people, including two Indian diplomats and two Indian guards.
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New Delhi blamed the attack on "elements" in Pakistan.
In January the embassy in Kabul warned of possible threats to Indian nationals in Afghanistan, including suicide attacks and abductions, the newspaper said.
The report comes a day after India sent a paramilitary unit to Pakistan to protect its top diplomats at the Indian embassy there, amid heightened tension with its nuclear-armed neighbour following the attacks on Mumbai in November.