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." Nazri said.