Ugandan security forces have claimed to have foiled an imminent al-Shabab 'terror' attack inside the capital Kampala, as the US has warned its citizens to seek shelter amid anti-terror operations.

"Joint security agencies in Uganda have foiled a terrorist attempt at one of its installations ... we have made arrests," police spokesman, Fred Enanga, told the AFP news agency.

The US embassy said on Saturday that Ugandan security forces discovered an "al-Shabab terrorist cell," planning an "imminent attack".