In an audio message posted on the Internet, Abu Mohammad al-Jolani, who heads Al-Nusra Front in Syria, addressed citizens "in America and Europe" and called on them to stand against their governments.
"Your leaders will not pay the price for the war alone, you will pay the higher price," Jolani warned, in his first speech since the coalition launched strikes on Syria earlier this week.
The United States initially launched strikes in Iraq on August 8 against positions of the Islamic State jihadist group, and then widened its campaign with a coalition of partners last Tuesday to include Syria, where IS has its headquarters.
The coalition has carried out daily air strikes since Tuesday against IS and Al-Nusra Front in Syria.
Failure to stop these strikes "will transfer the battle to your very homes," Jolani said.
Jolani did not elaborate.
But he said: "People of America and Europe, what have you gained from your war against Muslims and jihadists except tragedies and pain brought on your countries and children?".
Jolani's warning comes a day after a spokesman of the same group also threatened reprisals against nations participating in air strikes, denouncing them as "a war against Islam".
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Jolani, meanwhile, called on people rebel-held areas of Syria to stand by Al-Nusra, describing the countries striking jihadist positions as a "new crusader alliance".
"People of Syria, stand against those who allied themselves with the crusader slaves," he said, in reference to some rebel factions who have expressed support for the strikes.
Jolani also addressed Sunnis in Lebanon, calling on them to defect from the army.
Sunni extremists perceive Lebanon's army as being controlled by the Shiite movement Hezbollah, which has sent thousands of fighters into Syria to support President Bashar al-Assad's troops in a war that has killed more than 180,000 people in three years.
"Sunnis, take your sons away from the army that serves your enemy, and make them join the ranks of the jihadists," he said.
The Syria war has stoked existing tensions in Lebanon, where Sunnis tend to support the uprising against Assad while Shiites generally support the Damascus regime.
Last month the Lebanese army fought pitched battles in the border town of Arsal with Al-Nusra and IS jihadists who streamed in from Syria.
The jihadists withdrew after a truce, but took with them some 30 police and military troops as hostages, three of whom were later executed.