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The Foreign Office spokesman said: "We cannot comment further on the nature of the threat at this time."
Benghazi was the stronghold of the Western-backed revolt that eventually ended Gaddafi's hold on power in Libya.
However, Britain has not had any diplomatic presence in the city since an attack on the US mission last September that killed American ambassador Chris Stevens and three of his colleagues.
The Foreign Office has been advising against travel to most of Libya since last September, but has now stepped up its warning.
The Foreign Office today urged British nationals to leave Benghazi in Libya "in response to a specific threat to westerners".
Latest ITV News reports
The Foreign Office urged British nationals to leave Benghazi in Libya "in response to a specific, imminent threat to westerners".