"If you continue to behave like this, tomorrow in no part of the world, no European, no Westerner will be able to take steps on the street safely and peacefully," Erdogan said during a speech in Ankara.
Erdogan did not expand on what he meant by his comments but appeared to imply that Europeans risked receiving the same treatment that, he says, is endured by Turks and Muslims in Europe.
Relations between Turkey and Europe have been severely strained since Turkish ministers were thwarted from campaigning on the continent for a 'yes' vote in next month's referendum on expanding Erdogan's powers.
Erdogan warned Europe that Turkey was "not a country to push, to prod, to play with its honour, to shove its ministers out of the door, drag its citizens on the floor."
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He said the world was watching Europe's actions "very closely", adding: "We as Turkey urge Europe to respect democracy, human rights, freedoms."
His repeated comparisons with Nazi Germany have been strongly condemned by the European Union as well as Berlin and the Hague, precipitating a crisis that has raised doubts over the viability of Turkey's EU bid.
The president accused German consular officials of allowing Yucel to take refuge in the residence of the German consul in Istanbul for a month to evade arrest.
Erdogan again condemned German Chancellor Angela Merkel, who he previously claimed is "supporting terrorists", after she urged the Turkish-German journalist be freed and gave her support to the Dutch during the height of the crisis over rallies.
"You say 'I am with the Netherlands'. Well, I am with my people," Erdogan said.
Steinmeier, the former foreign minister, warned Erdogan he was threatening the progress his country had achieved in recent years and decades.