Australian Prime Minister Julia Gillard Thursday said the government has issued a travel advisory for its citizens visiting New Delhi for the Commonwealth Games, citing "high risk of terrorism" in the Indian capital.

Her concerns came even as Australian Commonwealth Games Association (ACGA) chief Perry Crosswhite, who is in New Delhi as part of the advance teams from member countries, wrote a letter to the 400-strong Australian team reassuring them that the security at the Village and the other venues "were extensive and well organised".