The Australian government warned on Sunday that terrorists may be planning attacks in and around the Malaysian capital Kuala Lumpur.

Malaysia has been on high alert since a bomb and gun attack in Indonesia's capital in January, which was claimed by the Islamic State militant group. Malaysia had also arrested a suspected militant who confessed to be planning an attack in the country.

A security guard stands guard in front of Malaysia's iconic building, Petronas Twin Towers in Kuala Lumpur, Malaysia. Credit:AP

"Terrorists may be planning attacks in and around Kuala Lumpur. Attacks could be indiscriminate and may target Western interests or locations frequented by Westerners," read a travel advisory post on the Australian government website.