Patrick Beverley said he doesn't feel protected by the NBA after an incident with a fan.
Beverley said he needed to "address the situation before it gets out of hand."
Beverley received a $25,000 fine by the NBA for confronting the fan.
The fan was identified as Stuart Scaramucci, son of Thunder minority owner Jay Scaramucci.
"I'm OK with the hazing. I'm OK with the boos. I'm OK with other fans rooting for their team. But I'm not OK with the blatant disrespect while I'm on the ground after a foul and a fan is yelling out to me, 'F-you Patrick Beverley, F-you Patrick Beverley, F-you Patrick Beverley,' and waving a clapper in my face," Beverley said Sunday afternoon.
"I'm not comfortable with that. So if the NBA won't protect the players in that situation, I feel the need as a man, as a grown man who has children, who has morals and who stands up for the right thing, I have to protect myself."
The Rockets asked the NBA to review the situation after Beverley told them of the fan's behavior.
Beverley said he has had incidents with fans in Oklahoma City in the past as well.