"The US Embassy in Kabul has received reports regarding a possible pending attack targeting foreigners at the Serena Hotel and a guest house located in PD-10 Kabul City," the statement said. "The attack may be carried out by multiple suicide bombers at each location."
Foreigners have frequently been the target of militant attacks in Kabul.
In September, the Taliban detonated a car bomb outside the Kabul headquarters of the nongovernmental organization CARE and stormed the building, killing three employees.
The Serena Hotel was the target of a 2009 rocket attack also claimed by the Taliban.
"Demonstrations within the Afghan capital in recent months have been targeted for violence by militants armed with suicide explosive vests infiltrating protestor crowds," the statement said.
The demonstration, publicized on social media, was organized by a Hazara group leader to protest the death of an Afghan woman in Iran.
On July 23, at least 80 members of the Hazara minority sect were killed when an Daesh suicide bomber attacked their peaceful protest in Kabul.
Last week, the families of two Spanish police officers killed in a December 2015 car bombing filed a lawsuit against Spain's ambassador to Afghanistan, alleging that the Spanish embassy had inadequate security measures.