The threat was passed onto airlines that have direct flights to Russia, including some that originate in the United States, according to a law enforcement official speaking Wednesday on condition of anonymity because he was not authorized to discuss details of the warning.
The official said the airlines were warned that explosive devices could be assembled in flight or upon arrival at the Olympics.
The department said in a statement that the U.S. "isn't aware of a specific threat to the homeland at this time." It said the department "regularly shares information with domestic and international partners, including those associated with international events such as the Sochi Olympics."
The warning became public on the eve of the Winter Olympics.
Despite the warning, some air travelers heading to the Sochi Olympics through Moscow have brought toothpaste and other toiletries past security checkpoints without any problems.
Six Associated Press employees arriving in Moscow from across the world or beginning their journey there passed through security without having to remove toothpaste, hand lotion or water bottles from their carry-on luggage.
Moscow airport officials didn't immediately return calls Thursday seeking comment about the ban, which runs from January to April, well after the Olympics and Paralympics end.