Daisy's answers are all correct when we talk about actual fear. However, there is another use of "I'm afraid" that doesn't mean "fear"—it means "regret." So you might tell someone, "I'm afraid John is not in his office today because he's on a business trip," or "I'm afraid the package won't arrive until next week." It's another way of saying "sorry, bad news." When used in this way, we don't need any prepositions.