Champions League finals rocked by terror threat

The Champions League quarter-finals have kicked off as scheduled despite an Islamic State terror threat.

Several posters circulated on social media alleging to be from the Al-Azaim Foundation - a media arm of ISIS-K - called for attacks at the four stadiums hosting the matches this week.

The Associated Press could not verify the authenticity of the posts.

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"UEFA is aware of alleged terrorist threats made towards this week's UEFA Champions League matches and is closely liaising with the authorities at the respective venues," UEFA said in a statement.

"All matches are planned to go ahead as scheduled with appropriate security arrangements in place."

There are two matches being held in Madrid.

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Real Madrid hosted Manchester City on Wednesday (AEST) and Atletico Madrid welcomes Borussia Dortmund on Thursday (AEST).

Arsenal were home to Bayern Munich in London on Wednesday (AEST) and Paris Saint-Germain hosts Barcelona the following day.

"I want to reassure the public that we have a robust policing plan in place for tonight's match (in London) and we continue to work closely alongside the club's security team to ensure that the match passes peacefully," Metropolitan Police deputy assistant commissioner Ade Adelekan said.

France Interior Minister Gerald Darmanin said police have considerably reinforced security around the Parc des Princes in Paris.

"We have seen, among others, a statement from the Islamic State, which is particularly targeting stadiums. It's not new," Darmanin said.

"This morning we asked the general director of interior security to communicate the information we have with the other (security) services of the other countries hosting the quarter-finals."

Islamic State claimed responsibility for the attack on the Crocus Hall concert venue outside Moscow on March 22 in which 144 people were killed.

The return matches in the Champions League are scheduled for next week.

PSG defender Danilo said he and his teammates "need to concentrate on the soccer," but coach Luis Enrique said the threat was worrying.

"Who wouldn't be concerned by that. Of course we're concerned," the PSG coach said.

"We hope it's only a threat and that nothing will happen."