The British Foreign and Commonwealth Office said there has been a history of violent demonstrations in the small West African country since at least 2012.
"Opposition groups have called for a national day of protest on Jan. 18," the advisory read. "Keep a low profile, stay alert to local political developments and avoid large crowds and demonstrations."
At least seven people were killed in Burkina Faso in 2011 when the government fought off a mutiny challenging President Blaise Compaore.
Romano Prodi, former Italian prime minister and U.N. special envoy for the North African region known as the Sahel, last year said Burkina Faso, Chad, Mali, Mauritania and Niger need support from the international community because of terrorism concerns.
The British warning said there were terrorism concerns in Burkina Faso because of al-Qaida threats in neighboring Mali.
"There is a heightened risk that terrorist groups may cross the northern borders from Mali and Niger into Burkina Faso to carry out kidnap attacks," the warning stated.