REUTERS/Eduardo Munoz
People go into Grand Central Station while they take part in a protest against the killing of Alton Sterling, Philando Castile and in support of Black Lives Matter during a march along Manhattan's streets in New York July 8, 2016.
"The Ministry of Foreign Affairs and Immigration has taken a note of the recent tensions in some American cities over shootings of young black males by police officers," the statement says.
"We wish to advise all Bahamians traveling to the US but especially to the affected cities to exercise appropriate caution generally," it continued.
"In particular young males are asked to exercise extreme caution in affected cities in their interactions with the police. Do not be confrontational and cooperate."
This advisory comes after two black men - Alton Sterling and Philando Castile - were shot and killed by police earlier this week, the latest in a series of similar incidents, as well as the killing of five police officers and the wounding of six more in a coordinated sniper attack in Dallas on Thursday.