Malaysia shouldn't worry about the travel advisory by Australia for vigilance over possible terrorist attacks in Kuala Lumpur, Tourism and Culture Minister Nazri Abdul Aziz said today.

"It's not just Kuala Lumpur that faces a threat. Australia faces greater threats, (so do) Paris, London and Frankfurt.

"So for me, if they (Australia) want to warn their citizens to be careful, that's not a problem.

"We also tell our citizens to be careful when they go to Australia because that country is racist," Nazri said at a press conference in Kuala Lumpur.

He added that Australia's travel advisory has not hurt the inflow of tourists to Malaysia.

On Sunday, Australia warned its citizens of a possible terrorist attack in "locations frequented by Westerners" in Kuala Lumpur.

Inspector-general of police Khalid Abu Bakar maintained that police were still on high alert, but lamented that Canberra did not consult Malaysian authorities before issuing the advisory.