The embassies sent out warnings to their citizens and staff, urging extra vigilance if they are in the Sanlitun district. The Australian embassy soon followed suit.
The district is home to a popular open-plan mall that boasts high-end brands like Mango, Reiss, and Lacoste, and some of Beijing's best Western dining.
In August, a woman was stabbed to death in broad daylight by a sword-wielding man there. The attacker also injured a French man. Beijing police said the man stabbed the two passerby "without cause or reason."
China's Foreign Ministry Spokesman Hong Lei said authorities are familiar with the reports.
"Relevant Chinese departments have always attached great importance to social security work, and spared no effort in protecting the safety of Chinese citizens and foreign institutes and their staff in China," Hong said.
CNN reached out to the embassies for details but did not hear back. The offices are closed for Christmas.
Beijing police beefed up its presence at large and medium-sized malls but didn't tie it to the warnings.
In a statement posted on its official Weibo page, the Public Security Bureau said it took the step because of increased traffic at shopping centers during Christmas.