Outgoing Attorney General Eric Holder told CNN on Thursday the threat of a "lone-wolf" attack in the United States keeps him awake at night.

The nation's chief law-enforcement officer added a video released last weekend by extremist group al-Shabaab should lead malls across the country to up their security. The Somalia-based organization had called for attacks on U.S. shopping centers.

"I certainly think we have to step up our sensitivities to what goes on in these commercial enterprises," Holder said. "I think it would be the responsible thing for operators of these malls to increase their capabilities when it comes to keeping people safe who are just going about their everyday lives."

U.S. law enforcement and intelligence agencies have largely been focused on preventing large-scale, Sept. 11-style attacks on the homeland, he argued, and that weakness is being exploited by Islamic radicals. And stopping "lone-wolf" threats in their tracks can prove extraordinarily challenging, Bloomberg Business noted.

"It is a new era," Holder said. "We are not just dealing with core al-Qaida anymore; we are dealing with people who are directed on an individual basis, or just simply inspired on an individual basis. These are the kinds of things we have seen."

The attorney general said the United States will continue to aggressively pursue terrorist such as "Jihadi John," the ISIS killer unmasked as Mohammed Emwazi, formerly of London.

"Anyone involved in the killing of American citizens will be held accountable. It doesn't matter where you are, we will find you. We will hunt you down," Holder said.

"Whether it's through the use of our military or the use of our law enforcement capacity, if you harm Americans it is the sworn duty of every person in the executive branch to find you and hold you accountable, and we will do that."

Holder is expected to leave his post in the coming weeks. He has led the Justice Department since 2009 when he became the first African-American attorney general. President Barack Obama has picked Loretta Lynch, the current United States Attorney for the Eastern District of New York, to succeed the 64-year-old.