"While the Saudi government has greatly improved the security environment throughout the kingdom since the major terrorist attack against foreign nationals in 2007, it is important to note that an ongoing security threat remains," the travel advisory read.
The State Department said there was an ongoing security threat in Saudi Arabia because of the presence of terrorist groups aligned with al-Qaida.
"These terrorist groups may employ a wide variety of tactics, including small-scale attacks, and may target Saudi government facilities and economic/commercial targets within the kingdom," the warning said.
The World Health Organization issued a separate advisory Thursday warning of the regional risk associated with an outbreak of the Middle East respiratory syndrome coronavirus, or MERS, first reported in 2012.
MERS can lead to lung infections and renal failure. WHO said nine countries have experienced outbreaks and Saudi Arabia reported its first victim in June 2012.
The State Department made no mention of MERS.
Millions of Muslims are expected to travel to Saudi Arabia this year to take part in the hajj, an obligatory pilgrimage to Mecca.