Security procedures have been increased around the Holy See, but the pontiff will not curtail his activities, officials said.
The Italian government said there was no specific threat to the Holy Father, but interior minister Angelino Alfano said Rome was considered a target for Islamic State (IS).
The group has been taking over parts of Iraq and Syria, killing thousands of Christians.
There were fears for the Pope during his recent trip to the mainly Muslim nation Albania.
Pope Francis refused to let the concerns prevent him from getting close to the public, Vatican spokesman Father Federico Lombardi said on Monday.