European Union ambassadors were meeting in Riyadh this weekend to discuss security after the firebomb attack.
"The possibility of having to leave is in everyone's minds," said Catherine, a 35-year-old Australian teacher in Saudi Arabia.
One Western security expert in a Gulf state said he would start wearing a handgun that he normally kept at a secure site.
The Canadian murdered in Kuwait was aircraft technician Luc Ethier. In his mid-30s, he worked at the Ahmad al-Jaber airbase, where the US has kept aircraft since the 1991 Gulf War.
His Filipina companion was wounded in what appeared to be a premeditated attack related to the strikes.
"We feel like we're walking on thin ice," said a British defence executive in Oman.
And after meeting fellow expats at a school sports day in Kuwait, one woman said: "I think people are starting to panic now.
"The mothers are asking if they should leave with the kids."
One diplomat in Yemen said several embassies in Sanaa had received bomb threats.
More than 100,000 Americans and Europeans, and several million Asians work in the Gulf, which has two-thirds of the world's oil reserves.
- REUTERS
