According to a Daily News report, the warning was posted on al Qaeda Arabic website by the supporters of the outfit.
Harry, has been selected for Apache training after he was presented with his pilot"s "wings" by his father, Prince Charles on Friday, May 7.
"Wouldn"t it be sweeeeeeeet if the Mujahideen could capture that pig!," a person wrote on the website.
"It would be wonderful if we capture this bastard alive after shooting down his Apache," said another.
The website, is one of the first to release a video, in which a spokesman of Pakistan Tehreek-e-Taliban claimed responsibility for the failed Times Square bombing.
According to media reports, investigators have found the site to be receiving its maximum traffic from jihadists based in Britain and the US.