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."
Delta Airlines is the only U.S. carrier with a direct flight from the United States to Moscow. Russian airlines Aeroflot and Transaero both operate several nonstop flights from the U.S.
United Airlines, the official airline of the U.S. Olympic team, does not have scheduled service to Russia but is operating some charter flights to Sochi.
The warning became public on the eve of the Winter Olympics.