The announcement followed Serbian Interior Minister Nebojsa Stefanovic's meeting with FBI Director James Comey earlier in the day in Belgrade.
Stefanovic highlighted "excellent" cooperation between the two countries' security organizations but stressed the need to step up efforts, according to the Beta News Agency.
"Opening FBI's regional office in Belgrade might help with that," Stefanovic was quoted by the outlet as saying in a press statement.
Serbia wants to be a "serious and reliable" partner in the global war on terrorism, according to the statement cited by the news organization.
"We want our people to be trained and ready to fight against terrorism on the global level," Stefanovic said as quoted by the news agency.
Comey echoed the Serbian official's praise of bilateral cooperation in vast areas of security, including the fight against cybercrime.
Prompted on the subject of a possible FBI office in Belgrade, the bureau's chief said the matter will be "discussed in the near future."