Story highlights Kelly weighed in on the terror threat: "It can happen here almost anytime"

Four major attacks this week were all linked to the same groups, he said

Washington (CNN) Department of Homeland Security Secretary John Kelly said Friday that the American public would "never leave the house" if they knew what he knew about terrorist threats.

Speaking to " Fox and Friends " hosts, Kelly noted that there were four major terror attacks in the last week, spanning from England to Indonesia, perpetrated "by generally the same groups."

"It's everywhere. It's constant. It's nonstop," he said of the terror threat. "The good news for us in America is, we have amazing people protecting us every day. But it can happen here almost anytime."

He did note that the United States had many agencies responsible for making sure people stayed safe.

"The good news is we have the finest men and women in and out of uniform," he said.

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