The United States has ordered its embassies across the Islamic world to close temporarily, while Germany, Britain and France said they would shut their missions in Yemen for at least two days.
Canada said that its mission in Dhaka would be closed on Sunday as a security precaution.
"We take the safety and security of our personnel and our missions overseas very seriously," said Emma Welford, a spokeswoman for Canada's Department of Foreign Affairs, Trade and Development
The development came after suicide bombers attacked the Indian consulate in the eastern Afghan city of Jalalabad yesterday, killing nine civilians.
The United States on Friday issued a worldwide travel warning, citing unspecified plans by Al-Qaeda to strike US interests in the Middle East or North Africa in August.