The State Department said the US embassy had "received reports of a potential, imminent threat against US citizens in areas of Jeddah frequented by Westerners, such as markets, restaurants and shopping malls, among others."
The security message, published online and sent to US travellers registered with department, did not give further details on the reported threat, but reiterated existing guidance for visitors to Saudi Arabia.
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"All US citizens are encouraged to be aware of their surroundings, and take extra precautions when travelling throughout the country."
Earlier this month there were three bomb attacks in Saudi Arabia including one in Jeddah, the kingdom's second city and major Red Sea port, and which Central Intelligence Agency (CIA) director John Brennan said bore the hallmarks of the Islamic State group.
Regional heavyweight Saudi Arabia is part of the US-led international coalition battling the Islamic State group in Iraq and Syria.
Since March 2015, the country has also led a coalition fighting Shiite rebels in Yemen.
In the past year, Saudi authorities have stepped up the arrests of radical Islamists and in 2015 announced that they had dismantled an IS-linked group, detaining hundreds of suspects, mainly Saudis.
Saudi Arabia's top cleric, Sheikh Abdulaziz al-Sheikh, has declared the IS group to be an "enemy of Islam".
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