The U.S. State Department's alert - coming the same day that Turkish security forces in Istanbul seized a Ukrainian man accused of trying to hijack an airliner and redirect it to Sochi - updates one issued two weeks ago.
"U.S. travelers should be aware of cyber-security threats and understand that they have no expectation of privacy when sharing sensitive or personal information utilizing Russian electronic communication networks," the department said.
The warning comes in the middle of a controversy in which U.S. officials blame Russia for the Internet leak of recordings of a senior State Department official and the U.S. ambassador discussing a possible future government for Ukraine.
Victoria Nuland, a high-ranking U.S. diplomat, is heard on the recording using an expletive to tell the ambassador it would be better if a new Ukrainian government is backed by the United Nations than the EU.
The State Department alert also said that "Russian police officers have the authority to stop people and request identity and travel documents at any time and without cause." The alert strongly advised Americans in Sochi to carry at all times their passports, Russian visas and other important documents.
Officials said on Thursday that the U.S. Transportation Security Administration was temporarily banning carry-on liquids, aerosols, gels and powders on flights between Russia and the United States.
The State Department reiterated that U.S. citizens attending the Olympics "should remain attentive regarding their personal security at all times" and that such events represent an "attractive target for terrorists."
The Winter Olympics formally opened on Friday. Several U.S. and European security officials have said that last-minute intelligence reports about possible Olympics-related attacks continue to flow into Western agencies.
© Thomson Reuters 2014