The embassy announced the closure Friday. It gave no details on the nature of the threat, and said there were no credible reports of threats towards private American interests in Malaysia.
Malaysian police said security was tight around the embassy.
The U.S. Embassy had been scheduled to close from Saturday through Monday for the New Year holiday. A spokeswoman says the embassy will decide Monday whether to reopen the next day.
Diplomatic missions in Malaysia have reported several security scares this year, but there have been no attacks. In October, packages containing threatening letters and suspicious liquids were sent to the embassies of several countries, including the United States, but were found to be a hoax.Some information for this report was provided by AFP, AP, and Reuters