In an audio message posted on the Internet, Abu Mohammad al-Jolani, who heads Al-Nusra Front in Syria, addressed citizens "in America and Europe" and called on them to stand against their governments.
"Your leaders will not pay the price for the war alone, you will pay the higher price," Jolani warned, in his first speech since the coalition launched strikes on Syria earlier this week.
The United States initially launched strikes in Iraq on August 8 against positions of the Islamic State jihadist group, and then widened its campaign with a coalition of partners last Tuesday to include Syria, where IS has its headquarters.
Failure to stop these strikes "will transfer the battle to your very homes," Jolani said.
Jolani did not say elaborate.
But he said, "People of America and Europe, what have you gained from your war against Muslims and jihadists except tragedies and pain brought on your countries and children?".
Jolani's warning comes a day after a spokesman of the same group also threatened reprisals against nations participating in air strikes, denouncing them as "a war against Islam".
Jolani, meanwhile, called on people rebel-held areas of Syria to stand by Al-Nusra, describing the countries striking jihadist positions as a "new crusader alliance".
Jolani also addressed Sunnis in Lebanon, calling on them to defect from the army.
Sunni extremists perceive Lebanon's army as being controlled by the Shiite movement Hezbollah, which has sent thousands of fighters into Syria to support President Bashar al-Assad's troops in a war that has killed more than 180,000 people in three years.
"Sunnis, take your sons away from the army that serves your enemy, and make them join the ranks of the jihadists," he said.