"You have attacked us in the midst of our household, so wait for what will attack you in the midst of yours," Qasim al-Raimi, a top military commander for al-Qaeda in the Arabian Peninsula said, according to a translation of the message from the SITE Intelligence Group, which monitors militant Websites.
The threat was published in an article of an online militant magazine.
al-Raimi in warned that the group “will blow up the earth from below your feet".
It is the same group which had claimed responsibility for the foiled Christmas eve terror attack in a US plane in 2009, and has actively carried out attacks on US and other Western interests in Yemen.
The threat will revive US fear about militants based in Yemen since al-Qaeda groups there and in Saudi Arabia merged in 2009.
Pentagon has proposed some $150 million in military assistance to Yemen to tackle the terror network in its soil.