Indonesia has stepped up security across the country after the execution of the three Bali bombers and warnings from foreign embassies that reprisal attacks could follow.

The three convicted bombers were executed by firing squad in the early hours of Sunday morning and their bodies flown to their home villages for burial.

Their funerals on Sunday drew large crowds of supporters, with many chanting for revenge and praising the bombers as "holy warriors".

Imam Samudra, Mukhlas - also referred to as Ali Ghufor - and Amrozi were found guilty in 2003, a year after the deadly bomb attacks killed 202 people, most of them foreign tourists.

Prison officials said the three men refused blindfolds before facing the firing squad and all died instantly.

The executions are a highly sensitive issue in Muslim-majority Indonesia and had been delayed on several occasions.

However, most Indonesians are believed to have supported the death penalty for the bombers.

On Sunday the country's leading Islamic body, the Indonesian Council of Ulamas, announced that the three men could not be considered "martyrs".

Foreign embassies say they fear reprisal attacks may follow the executions [Reuters]

Several foreign embassies, including the US and Australia, have warned their nationals in Indonesia to keep a low profile amid fears that reprisal attacks could follow the executions.

"We advise you to reconsider your need to travel to Indonesia, including Bali, at this time due to the very high threat of terrorist attack," a notice posted on the Australian Department of Foreign Affairs and Trade website said.

Anyone travelling to Indonesia "should exercise extreme caution" it added, noting that Indonesian authorities have warned that attacks may include attempts to kidnap foreigners.

The 2002 bomb attacks on Bali were allegedly planned and funded by Jemaah Islamiyah – a South-East Asian group that Western and Indonesian intelligence agencies believe has close ties to al-Qaeda.