Tamerlan Tsarnaev last year and refused him entry to the country over security concerns.
The Kingdom of Saudi Arabia wrote to the US Department of Homeland Security about the older Tsarnaev brother in 2012, a senior Saudi official says.
The official told the Daily Mail the warning was based on intelligence from Yemen and was separate to concerns raised by Russian intelligence.
He also revealed Tamerlan was refused an entry visa into Saudi Arabia for the Mecca pilgrimage in December 2011.
Tamerlan Tsarnaev, 26 and his younger brother Dzhokhar are accused of carrying out the April 15 bombings at the Boston Marathon, which killed three and wounded more than 264 at one of the world's premier sporting events.
The Saudi official said the warning, which was also shared with the UK Government, was "very specific" and warned "something was going to happen in a major US city".
