Applications such as Facebook's Check-In allow users with smartphones to indicate their location to friends.
"Careless use of these services by Airmen can have devastating operations security and privacy implications", said the message.
Pentagon officials said it was unclear if other military services would issue similar warnings.
Despite concerns about the security implications of social media sites, after a policy review in February, the US Department of Defense announced that troops would be allowed to Tweet, blog and update their Facebook pages on the US military's non-classified computer network.
This story was first published on Computer Weekly