Intercepted conversations between two senior al-Qaeda figures prompted the sudden closure of many American diplomatic missions, US media report.
The chatter, involving top leader Ayman al-Zawahiri, represented one of the most serious plots since the 9/11 attacks, the New York Times says.
The US earlier said the closures in North Africa and the Middle East were “out of an abundance of caution”.
Some 20 US embassies and consulates were shut on Sunday. A state department global travel alert, issued last week, is also in force until the end of August.
US diplomatic posts in Abu Dhabi, Amman, Cairo, Riyadh, Dhahran, Jeddah, Doha, Dubai, Kuwait, Manama, Muscat, Sanaa and Tripoli will remain closed until Saturday.
Several European countries have also temporarily shut missions in Yemen and the UK Foreign Office is advising against all travel to the country.
Both the White House and the US state department said the threat came from al-Qaeda in the Arabian Peninsula (AQAP), but refused to divulge further details, reports the BBC’s Rajini Vaidyanathan, in Washington.