New York Police Commissioner Raymond Kelly said in a statement that al-Awlaki had followers in the US, including in New York City.
"... And for that reason we remain alert to the possibility that someone might want to avenge his death," Kelly said.
He said the death of al-Awlaki is a "welcome, signature event".
However there were reports that his lieutenant, Samir Khan, was also killed in the same strike. Khan had extensive contacts in New York City and published the English language Inspire Magazine, which instructed "lone wolves" on how to build bombs at home.
In the magazine's most recent issue, Khan had identified the busy Grand Central Station as a target, Kelly said.
Al-Awlaki had transformed the regional Al Qaeda in the Arabian Peninsula into a terrorist organization with global reach and had targeted Americans "like no other. He was a powerful recruiter of terrorists in the United States," the police chief said.