I've read a lot that in US people can protect themselves from identity theft by applying credit freeze on their credit history, is there similar option in UK?
Yes there is. It seems to be very similar to how it is done in the US.
There are several ways that bank customers in the UK can currently freeze their credit files, but it can be cumbersome to unfreeze should you suddenly need access to more credit.
One is to place a security note on your credit file with each of the three main UK credit rating agencies – Experian, Equifax or Callcredit – so that lenders know to check with you before authorising a new loan or account.
cifas is what you are looking for. You can opt for Protective Registration which make banks or lending agencies to ask for additional identity proofs when opening a new account. This will be updated to all credit agencies (Experian, Equifax etc.) within weeks and you can see this in your credit report. When I had an incident that might compromise my identity, I opted for this service and called all my banks to cancel my existing cards and asked for a replacement and all my banks sent me new cards within a week (for free) voiding all my previous cards, rendering them useless.