British anti-terrorism police have been working with the Kenyan authorities following the arrest of a UK national in the country.
The news comes as the Foreign Office warned of potentially imminent terror attacks in the capital Nairobi.
The Kenyan authorities, who are engaged in military action against al Qaida-linked al-Shabab militants in southern Somalia and reportedly killed 50 in an air strike on Friday, have increased security in the city.
In an update to its travel advice, the FCO said: "The Kenyan authorities have alerted the public to a heightened threat from terrorist attacks in Nairobi.
"We believe that terrorists may be in the final stages of planning attacks. Attacks could be indiscriminate and target Kenyan institutions as well as places where expatriates and foreign travellers gather, such as hotels, shopping centres and beaches.
"We strongly advise British nationals to exercise extra vigilance and caution in public places and at public events."
The FCO gave only brief details of the arrest. It said: "British counter-terrorism authorities are working closely with Kenyan authorities on the case of a British national arrested on December 19 in Mombasa.
"A team from the UK's Met Police CT team SO15 deployed to Kenya in late December to assist the Kenyan authorities with their investigation. They have now returned.
"We have also provided consular assistance to the British national."
The FCO had already cautioned against all but essential travel to Nairobi's poorest areas, including townships and slums.