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Militants who claimed responsibility for last month's suicide bombings that killed at least 34 people in the city of Volgograd have warned Russians that they faced more attacks if they didn’t rebel against President Vladimir Putin.

Russia faces heightened fears of militant attacks in the run-up to the Sochi Olympics, which start on February 7.

"Gone are the days when it was possible to destroy Muslims gratuitously," the group, Vilayat Dagestan, said on its website. "Today, one mujahid could destroy dozens or even hundreds of people in your cities. And do not think that these are isolated cases and that you will not feel the losses.

The militant also said that the Volgograd attacks – one of a train station and a trolley bus – were a response to "atrocities carried out by the disbelievers on the ground of the Caucasus.”

Moscow has battled an Islamic insurgency for years in the northern Caucuses region.

Last week the group, whose name means "Province of Dagestan," warned Putin to expect a "present" at the event.

"The Kremlin gang leaders make cannon fodder of you and your children, while they themselves accumulate billions in this war," the statement said. "If you do not decapitate this hydra, you will not see a quiet life.”

The new statement came as Russian security forces hunted for at least five suspected terrorists – some of them so-called “black widows” – who may be plotting attacks against the Olympic torch relay or the games themselves.

A four-minute video which had been posted by an ally of al Qaeda emerged Friday.