"Due to the current conditions and developments in Lebanon, the foreign ministry asks citizens present in Lebanon to leave immediately and exercise extreme caution," the foreign ministry said in a statement.
It warned its citizens to avoid travelling to Lebanon "for their own safety and to avoid any dangers they might encounter".
It gave no further details on the nature of any threat.
Its warning came a day after Lebanese Prime Minister Saad Hariri announced his resignation.
His surprise withdrawal from a government that also includes Lebanese Shiite movement Hezbollah risked plunging the already fragile country deeper into turmoil.
Manama has declared Hezbollah a terrorist group and repeatedly accused it of involvement in violent attacks in the tiny Gulf kingdom.