One official said it was possible the threat was related to Thursday's announcement of indictments for the 1996 bombing.
American warships in Bahrain have been ordered to sea, and Marine Corps training exercises in Jordan are being cut short.
The development came a day after indictments were laid against 13 Saudi nationals and one Lebanese, charging them with killing 19 US servicemen at a military base in Saudi Arabia in 1996.
American officials linked Iran to the 1996 bombing, an accusation that Iran has strongly rejected.
Non-specific threat
The US embassies in Senegal and Bahrain have been closed and the US State Department is expected to issue a travel advisory shortly, warning Americans travelling overseas to be on their guard.
"The US government has learned that American citizens and interests abroad may be at increased risk of a terrorist action from extremist groups," the State Department said.
American officials say the threat is non-specific, in other words they are not sure precisely who or what the target would be.
One official said it was possible the threat was related
to Thursday's announcement of indictments for the 1996 bombing.
And over the last two weeks there has also been heightened concern over a reported plot to bomb the US embassy in Yemen.
Although the US has not identified the source of the threats, BBC Washington correspondent Stephen Sackur says that the Americans suspect one source of any attack might be Saudi dissident Osama bin Laden.
In the last few weeks, videotapes have been circulating in the Middle East which appear to show Mr bin Laden threatening to attack US interests in the region.
Previous alert
US forces in the Gulf were put on a state of second-highest alert at the end of last month, following threats of a possible attack.
The US subsequently moved FBI and Navy investigators from the port of Aden in Yemen to the Yemeni capital of Sanaa for their safety.
The investigators, who were looking into last October's attack against the USS Cole in Aden harbour, were also pulled out of the country.
The Cole, one of the world's most advanced warships, was almost sunk when a small boat loaded with explosives blew up and tore a hole in its side. Seventeen American sailors died in the attack.
Meanwhile, in a separate development, the Spanish authorities have arrested a suspected Islamic militant who may have links to Osama bin Laden.
The man, Mohammed Bensakhria, had been sought by Interpol and the American authorities since last December.