Three three suspects - one Malaysian, one Indonesian and one Syrian -were arrested in different parts of the capital on Thursday, according to police Deputy Inspector General Noor Rashid Ibrahim.
Noor Rashid said he had instructed police to intensify patrols and surveillance in the tourist district of Bukit Bintang, which the US warned was a possible target, based on "credible" information."
The IS (Islamic State) is causing alarm to all and Malaysia is not spared, so we are always on high alert," Transport Minister Liow Tiong Lai said.
"The US Embassy in Kuala Lumpur reminds US citizens of the need for caution and awareness of personal security," the US embassy said.
The Australian embassy also issued an alert to its citizens in Malaysia based on the US advisory.