The warning has been issued by, among others, the US Navy, and the reason is the deteriorating relationship between Iran and the US.
The US sees an increased risk of ships being boarded and seized by Iran.
A representative of the US Navy, spokesman Timothy Hawkins, confirms that a warning has been issued but does not want to speculate on the reasons.
A similar warning was issued earlier this year. Shortly after the warning, Iran seized two oil tankers near the Strait of Hormuz.
The warning comes amid intense diplomacy between Washington DC and Tehran over an exchange of five US citizens imprisoned in Iran for the release of frozen Iranian assets in South Korea.
The EU and its maritime organization have also issued warnings to stay as far away from Iranian territorial waters for the next 24 hours.
About a fifth of the world’s oil transport travels through the Strait of Hormuz between Iran and Oman. The strait connects the Persian Gulf with the Arabian Sea.