The United States has warned its citizens to keep away from Sydney's Martin Place and Hyde Park this weekend amid fears of another outbreak of violence.

A letter titled "Emergency Message for US Citizens" sent to all those registered with the US consulate says that "law enforcement authorities" have advised that anti-American demonstrations are possible on both Saturday and Sunday.

It also warns Melbourne residents to avoid protest areas planned in this city this weekend.

"Should they occur, US citizens should avoid the immediate demonstration areas," the letter reads.