The Iraqi and American governments are trying to stop an exodus of diplomats from Baghdad after the Iraq-based wing of al-Qaeda today threatened to kill the Egyptian ambassador who was kidnapped four days ago.

The al-Qaeda Organisation for Holy War in Iraq, which is run by Abu Musab al-Zarqawi, Iraq's most wanted militant, posted a message on a website this afternoon saying that the group had decided to kill Ihab el-Sherif, who was kidnapped in Baghdad on Saturday night as he bought a newspaper.

"The Islamic court of the al-Qaeda Organization in the Land of Two Rivers has decided to refer the ambassador of the state of Egypt, an ally of the Jews and the Christians, to the mujahedeens so that they can execute him," said the message.

Earlier, the group, which has beheaded several hostages in the past, gave its first indication that it was holding the ambassador when it released photographs of his identification papers on the same extremist website.

The site showed Mr el-Sherif's driving license, foreign ministry and health insurance cards.

The threat came the day after senior diplomats from Bahrain and Pakistan were attacked in the city.

In separate attacks today, which may also have been designed to unsettle diplomats in the city, shots were fired at two Russian embassy armoured cars as they travelled on the dangerous road to Baghdad airport, and a bomb struck a vehicle near Iran’s embassy.

Ibrahim Jaafari, the Iraqi Prime Minister, asked foreign governments to stay in Baghdad and continue to assist the gradual return of Iraq to international relations.

"The terrorists are targeting not only Iraqis, although it is happening inside Iraq," Mr Jaafari told reporters. "We hope all countries will stand beside us, to bolster the democratic process and continue to carry out their political work in Iraq, mindful of security procedures."

A spokesman for the American Embassy in Baghdad reiterated the message. "It’s no secret Iraq is a dangerous place," he said. "We believe it’s important for the international community to show support for the Iraqis by establishing and maintaining a diplomatic presence."

The return of senior diplomats, particularly from the Arab and Muslim world, has been seen as an important step in increasing the legitimacy of the new Iraqi government.

But in recent days, the safety of diplomats has been brought into question after a string of attacks aimed particularly at countries whose residences are outside the heavily fortified Green Zone of Baghdad.

Yesterday, gunmen attacked the senior envoys of Pakistan and Bahrain as they drove through the city.

Both men managed to escape, although the Pakistani ambassador, Mohammad Younis Khan, was immediately withdrawn from Iraq.

In contrast, the top Bahraini envoy to Iraq, Hassaan al-Ansari, who was shot in the hand when gunmen attacked his car, was today promoted to ambassador by the King of Bahrain and ordered to stay.

Egypt announced that it would be sending an ambassador back to Baghdad last month at an international conference arranged to discuss the rebuilding of Iraq in Brussels. It was the first Arab country to resume high-level relations with post-war Iraq.

Iraqi officials believe that the kidnapping of the ambassador is an attempt to dissuade more Arab and Islamic countries from supporting the new government.

A total of 49 countries or entities have some form of diplomatic representation in Iraq, including 18 Arab or non-Arab Muslim countries, according to Iraq’s Foreign Ministry and other foreign office web sites.

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