Government officials from the Department of State Services issued the warning after some clothing was stolen from a Catholic shop in the country.
It's thought it could be used by terrorists to gain access to areas they want to attack.
A statement from the department said: "With the recent trend of female suicide bombings in the country, the theft of these regalia heightens concerns about the possibility of terrorist elements using [it] to perpetrate acts of terror."
Members of the public are being urged to report any suspicious activity.
Bomb attacks on churches in Nigeria have been on the increase recently as a terrorist campaign by Boko Haram continues.