most likely involved in the deadly Sept. 11 assault on the US mission in the city, Libya's second biggest.
Libya, whose vast desert borders are hard to police, fears that France's military operation in Mali could fan Islamist flames at home, and Libya's foreign minister called for United Nations peacekeepers to be deployed in Mali to prevent uprooted fighters destabilising countries nearby.
Security experts said the European warnings were probably in response to threats from groups angered by the French operation in Mali and inspired by the attack at In Amenas.
One European national security official said "a lot of folks" were doing "a lot of threatening".
George Joffe, Middle East expert at Cambridge University, said a direct link between Islamist groups in Libya and those behind the Algeria attack was unlikely.
"I'm quite certain these are groups working in sympathy with other groups elsewhere (but), I don't think for one minute that there are organisational or institutional links between groups in Mali or in Algeria and those in Libya," Joffe said.
"The threats almost certainly come from an extremist group ... basically based in Benghazi, but we have no idea of the seriousness of the threat, the ability of the group to carry out the threat or the intention of the group in making it."
Saad al-Saitim, deputy head of the Benghazi Local Council, said the warnings were a setback, inciting "more fear at a time when people need to stand with us".
"Following the Mali events, foreigners are worried and are taking precautionary steps. Benghazi hardly has any foreigners at the moment and few foreign consulates," he said.
British Airways said it would continue operating its thrice-weekly flights from London to the Libyan capital Tripoli. The next one is scheduled for Sunday.
Air Malta said it had cancelled Thursday's flights to Benghazi following Britain's warning.