The bureau said it did not know the location at which Khan may have entered the country.
Officials said they could not comment on whether information about Khan was passed to the United States by a foreign intelligence service.
A law enforcement official said the hunt for the man is not the primary cause for the higher level of alert Friday, but is one of "a number of factors" taken into consideration.
Bush administration officials Friday raised the nation's terror advisory from yellow, or "elevated," to orange, or "high." The designation is just below the top level of red, or "severe" alert.
Nor does the United States have specific information linking Khan to terrorism, the bureau said. But agents still would like to locate him and talk to him.
Khan was supposedly born in Swat, Pakistan, on Nov. 11, 1966, but the FBI said both his name and birth date may be fictitious.
His picture has been placed on the FBI Web site at fbi.gov.
His aliases include Muhammad Shir Muhammad Khan; Mohammed Essagh; Ja'Far Al-Tayar; Jaffar Tayar; Jaafar Al-Tayyar; Ali Abdul Qadir; and Abdul Qadir.
He is described as being between 5 feet 3 inches and 5 feet 7 inches tall, 132 pounds, with black hair and black eyes.
The FBI said Khan sometimes wears a beard and is asthmatic. He is also an English speaker.
The FBI has been working with Homeland Security agencies -- such as the Customs Service, Immigration and Naturalization Service and the Transportation Security Agency -- to locate Khan.
His description has also been circulated to the appropriate law enforcement agencies in the United States and throughout the world, the FBI said.
The bureau asked individuals with any information on Khan to contact the nearest FBI office.
Notable deaths of 2014 [PHOTOS]