Washington: The White House said it was monitoring security at US diplomatic posts around the world in the expectation that more anti-American protests could erupt following Friday's Muslim prayers.

Protests that began in Egypt and Libya on Tuesday over the amateur, privately-produced US movie Innocence of Muslims have since spread to several other Muslim countries in the Middle East and North Africa.

"It is important to note that as these protests are taking place in different countries around the world, responding to the movie, that Friday, tomorrow, has historically been a day when there are protests in the Muslim world," White House spokesman Jay Carney said.

"We are watching very closely for developments that could lead to more protests. We anticipate that they may continue."

Demonstrators stormed the US embassy in Yemen on Thursday, leading to clashes in which four people were killed, while protesters stoned Washington's mission in Cairo as anger spread over the film.

The protests came as US and Libyan officials probe an attack on the consulate in Benghazi that killed the American ambassador and three other US officials on Tuesday, amid growing speculation it was the work of jihadist militants rather than just demonstrators.