He posted: “I am absolutely fine and no-one was hurt but the toxicity in our politics at present must be drawn out.
“The harassment, intimidation and abuse of politicians is not OK.”
However he said it was “becoming an ever more regular occurrence”.
He added: “I am proud to represent the people of Stretford and Urmston and I will not be cowed as I seek to serve them to the best of my ability.”
After thanking GMP for an “excellent response”, he added: “These idiots do not speak for our community and I will do all I can to ensure they never do.”
The contacted Mr Western but he did not want to comment further.
Operation Bridger was set up to provide MPs with extra security for their homes and offices after the murder of Ms Cox in 2016.
Mr Western was re-elected with 22,642 votes, receiving a 49% share of the votes.
