Ugandan security forces are carrying out an operation against a "suspected terrorist cell" in the capital Kampala, the US embassy warned Saturday.

"Ugandan authorities are conducting operations against a suspected terrorist cell in Kampala," the embassy said in a statement, without given further details.

"All US citizens are advised to stay at home or proceed to a safe location. Shelter-in-place and await further guidance."

Last Monday the US embassy warned of possible revenge attacks by Somalia's Al-Qaeda linked Shebab insurgents, after a US air strike killed the extremists' chief.

"Stay alert to the ongoing potential for terrorist attacks in Uganda," the warning read.

"We also caution US citizens of the possibility of retaliatory attacks in Uganda by Al-Shebab in response to the US and Ugandan military actions in Somalia last week which killed Al-Shebab leader Ahmed Godane."

The Shebab insurgents have claimed recent attacks in Kenya and Djibouti, and at home in Somalia.

Uganda has troops in Somalia as part of the African Union force fighting the Shebab.

During the World Cup final four years ago, Shebab insurgents killed at least 76 people after setting off explosions that ripped through two restaurants in the Ugandan capital.

In July, the US embassy warned of a "specific threat" by an unknown group to attack Entebbe international airport, which serves the capital Kampala. The incident passed off peacefully.

The US has said possible targets for attacks "could include hotels, restaurants, nightclubs, shopping malls, diplomatic missions, transportation hubs, religious institutions, government offices, or public transportation".