The death of Mohsen Fakhrizadeh, killed in a bomb and gun attack on a major road outside Tehran on Friday, has been blamed in part on Israel's Mossad spy agency by the Islamic republic.

"In light of recent threats from Iranian elements... we fear that Iran may attack Israeli targets," the Israeli foreign ministry said.

It warned of possible attacks against its nationals in Africa and in countries geographically close to Iran, citing Georgia, Azerbaijan, Turkey, the Kurdish region of Iraq, the United Arab Emirates and Bahrain.

Bahrain and the UAE normalised ties with Israel in September and commercial air links were established between Dubai and Tel Aviv late last month.

Israel's Foreign Minister Gabi Ashkenazi had been due to visit Bahrain at the weekend for a regional conference, but diplomatic sources told AFP that his trip was cancelled after Iran blamed Israel for Fakhrizadeh's assassination and threatened retaliation.

Iran's President Hassan Rouhani had on Saturday accused Israel of acting as Washington's mercenary, blaming the Jewish state for the killing.

Rouhani also said, however, that his country would seek its revenge in "due time" and not be rushed into a "trap", with less than two months to go before the hawkish administration of US President Donald Trump leaves office.

On Monday, Iran's top security official, Rear-Admiral Ali Shamkhani, alleged that "the Zionist regime and the Mossad" were involved in the scientist's killing, referring to the Israeli government and its spy agency.

Shamkhani also alleged that exiled opposition group the People's Mujahedeen of Iran was involved, in a complex operation that used electronic equipment "with no one present at the scene".

Officials in Israel have declined to comment on the attack.