Police carried out early-morning raids in three towns in south-west Serbia, Reuters reports.
They targeted members of the conservative Wahhabi branch of Islam to which suspected gunman Mevlid Jasarevic is believed to belong, said Serbian Interior Minister Ivica Dacic.
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Raids took place in Jasarevic's hometown, Novi Pazar, as well as nearby Sjenica and Tutin.
A total of 18 locations were searched, according to the head of Serbia's police service, Milorad Veljovic, cited by AFP.
Fifteen people were arrested in the operation. Mobile phones, computers, CDs, video and audio recordings were also seized.
All those arrested have links to Mevlid Jasarevic, Veljovic said.
Meanwhile security around the U.S. embassy in the Serbian capital, Belgrade, has been increased.
Jasarevic was tried for robbery in Austria and deported to Serbia in 2005, states the Associated Press. He is believed to have crossed the Serbian border into Bosnia early Friday morning.
He was hospitalized for a wound to his leg, and has now been handed over into poice custody.
Serbian police said Jasarevic was also arrested a year ago for brandishing a large knife during a visit by the U.S. ambassador to Serbia.