Islamists have previously been suspected of using Bosnia as a base Security has been stepped up at embassies and foreign agencies in Bosnia following the arrest of two men accused of planning a suicide attack.
The two individuals, who have been detained under anti-terrorism laws, are being held in Sarajevo.
One of them is said to have recorded a video reciting Islamic prayers which may have been intended to be found following his death.
They were arrested last week but details are only now emerging.
The two men hold Swedish and Turkish citizenship but are believed to have originally come from the former Yugoslavia.