Bahrain's Interior Ministry on Monday said alarm sirens were activated, urging citizens to remain calm and head to the nearest safe location.
The ministry also called on the public to follow updates through official channels, according to the statement.
The alert came a few hours after Bahrain issued a similar warning earlier in the day.
There were no immediate reports of casualties or damage.
Regional tensions have escalated since the US and Israel launched a joint offensive against Iran in February. Tehran retaliated with drone and missile strikes targeting Gulf nations hosting US assets.
The US and Iran signed a Pakistani-mediated memorandum of understanding last month to end their conflict and reach a lasting peace agreement, but tensions escalated again last week over the Strait of Hormuz, with the two sides exchanging attacks.
