Former New York City Mayor Rudy Giuliani says he worries the death of Osama bin Laden could mean immediate risk for New York and the nation.

Giuliani, the mayor of New York during the Sept. 11, 2001, attacks orchestrated by bin Laden, said that heightened vigilance against retributive attacks would be necessary in the coming days and weeks.

"I think that that's very important, that the city and country should be on much more heightened alert," Giuliani said on NBC's "Today" show. "I think in the short run, this could be dangerous for us. In the long run, this is a very, very good development in the war against Islamic extremist terrorism."

Giuliani's national profile and popularity skyrocketed in the aftermath of 9/11, and his business and political career since the attacks has been closely linked to his leadership as mayor during that time in history.

The mayor hasn't been able to translate that momentum into political success since leaving office — he fell short in his pursuit of the Republican presidential nomination in 2008 — though he's remained a consistent voice on national security issues.

Giuliani praised President Obama and military and intelligence officials for having successfully led the mission to assassinate bin Laden, who had been hiding out in Pakistan. But the former mayor warned that the war on terror was far from over.

"I feel a great sense of satisfaction that justice has been accomplished," he said. "But I don't feel elation, because I don't feel as if this war is over; this war is still going on."