Beijing is generally safe and criminals rarely target foreigners, although the fashionable Sanlitun bar and restaurant area occasionally sees fights. In August, a lone attacker stabbed a French man and a Chinese woman there. The woman died.
The US Embassy said in a brief statement it had "received information of possible threats" against Westerners in Sanlitun, also home to many embassies, on or around Christmas Day, December 25.
The French Embassy, Britain's Foreign Office and Australia's Department of Foreign Affairs issued similar warnings. None of them elaborated.
Chinese Foreign Ministry spokesman Hong Lei said he was aware of the reports and that the government paid great attention to foreigners' safety, Reuters reported.
Beijing police, in a statement on their official microblog, said they had issued a "yellow" security alert for Christmas and New Year, the second lowest level, focused on areas like malls, which are likely to see more people visiting during the festivities.
"Beijing police are planning ahead and taking many measures ... to ensure good public order," it said.
A Reuters photographer saw police commandos with guns in front of Sanlitun's main mall. Regular police tend not to carry guns in China, and gun crime is in any case uncommon.
The city overall has been on much higher alert, with patrols by armed police in popular shopping and tourism sites, since a fatal car crash in 2013 at the top edge of Tiananmen Square in which five people died.
While the violence has generally been limited to Xinjiang, last year at least 31 died in a knife attack at a station in China's southwestern city of Kunming, blamed on militants from Xinjiang.