The first of two warships has sailed from Italy in a high-profile sign of US efforts to protect Americans at the Winter Olympics - and at least two dozen FBI agents are on their way to Russia.
Islamic militants have threatened to derail the Sochi games, which run from February 7-23.
The USS Mount Whitney set sail from Gaeta, Italy, yesterday, and the US Navy frigate USS Taylor is expected to leave from Naples today.
Mr Comey said Russian authorities faced a serious threat and he wanted the FBI to be ready to help.
Russian and US defence chiefs, including Pentagon supremo Chuck Hagel, have discussed the Olympic security threat. The US has offered to help in any way needed, but no specific assistance has been requested.