The warning comes with the Afghan capital having been hit by a series of deadly attacks in recent weeks, highlighting the fragility of security as foreign combat troops leave after more than a decade of war.
The late yesterday afternoon bombing at the Istiqlal High School, attached to the city's long-established French cultural centre, killed a foreign national and came just hours after another suicide attack on a bus carrying Afghan troops in the capital's suburbs killed six soldiers.
French Foreign Minister Laurent Fabius, however, said the "barbaric" attack had left several people dead.
The United Nations Security Council issued a unanimous statement condemning the attacks which also voiced "serious concern at the threats posed by the Taliban, Al-Qaeda and other terrorist and extremist groups, and illegal armed groups."
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The blast struck during a musical theatre production entitled "Heartbeat: The Silence After the Explosion", which was a condemnation of suicide attacks, the BBC reported.
Witnesses described scenes of panic after the blast, with audience members screaming for help in the theatre hall filled with smoke.
The cultural centre is in the centre of Kabul, not far from the presidential palace and shares its grounds with the Istiqlal school, a French-financed institution that has taught generations of Afghan children.
Originally opened in 1970, the cultural centre was forced to close between 1983 and 2002 as Afghanistan was torn apart by a series of wars. It reopened in 2003 and was revamped in 2010.
In the earlier attack, the bomber who was on foot targeted a bus carrying Afghan troops in Tangi Tarakhil on the outskirts of the capital, Afzail told.