The same goes for Sweden's Daniel Sedin.
The Vancouver Canucks teammates are both concerned over security at the Games in Sochi, Russia, after a series of threats and terrorist attacks in the region.
Two suicide bombers killed 34 people in the southern Russian city of Volgograd in December, and officials say they are hunting three more potential attackers — including one believed to be in Sochi.
"It's definitely on my mind, I'm not going to lie," Luongo said after practice on Wednesday. "I think we're all a little bit concerned. We're definitely going to keep an eye on it over the next few weeks."
Sedin, who is set to compete for Sweden along with his twin brother Henrik, said he was "absolutely" concerned about the news coming out of Russia, including email threats on Wednesday against a handful of European countries set to participate at the Olympics.
The threats were largely dismissed as a hoax, but the concern over security in Sochi is serious.
"We talk about it quite a bit. It's nothing you can really joke about," said Sedin. "It's in the back of your head for sure."
Luongo, the odds on favourite to start for Canada in its first game Feb. 13 against Norway, and Sedin both said safety is the main reason their families won't be travelling to Russia.
Sedin added that if family members wanted to join him and his brother, he would discourage them from making the trip.
An Islamic militant group in Dagestan — which is located about 500 kilometres from Sochi — claimed responsibility for the bombings in Volgograd in a video posted on Sunday. The video also contained a threat to strike the Olympics.
Penguins captain Sidney Crosby voiced similar concerns to those of Luongo and Sedin to reporters in Pittsburgh on Sunday.
"Obviously everybody watches the news and knows that there's been things happening fairly close to there," said Crosby, who will captain the Canadian team. "From what we've been told, I think they're going to do everything they can to make sure it's safe and secure. We're going over to play and focus on that.
"It's not something everyone's totally worried about, but I think it's hard not to think about it when things are happening kind of close to there."
Luongo is not the only Canadian Olympian advising his family to stay at home. Fellow goaltender Mike Smith doesn't want concern over his young family to affect his play while in Sochi.
"Me having two young kids, my wife's also expecting number three, they're not going to go. It's not worth it," said Smith on Wednesday before his Phoenix Coyotes played the Calgary Flames. "It's not worth it for myself, thinking about is she okay whenever I'm not with her. It's something that's unfortunate but that's just how it is."
Toronto Maple Leafs forward James van Riemsdyk, who will suit up for the United States in Sochi, said back in December that American hockey officials told him that security will be "very tight."
"I know they mentioned things about different actions they were going to take as far as making sure everything's secure," he said. "It seemed like they were on top of all that."
Minnesota Wild defenceman Ryan Suter, who will also play for the Americans, said after practice Wednesday that his wife and two young children won't be travelling to Russia. The long trip is part of the reason, but Suter said recent news about terrorist threats made the decision "a little bit easier."
Another American Olympian, Suter's friend and Wild teammate Zach Parise, also advised his parents and relatives not to come. He said the situation is "nerve wracking, that's for sure."
Chicago Blackhawks forward Patrick Kane's parents travelled to Vancouver in 2010 to cheer for him and Team USA. He said Wednesday his mother, a sister and his girlfriend are planning to come to Russia, despite the safety concerns.
"They understand what's going on," Kane said. "It's their choice to go over there, and they wanted to. I'll take the support for sure."
Kane said he's not worried about security in Sochi.
"You hear different things about it, so obviously you're going to think about it," he said. "But at the end of the day, what can we really do about it? It's not our job to worry about that stuff. If something happens, it's completely out of our control. If you're worrying about that, then your head's in the wrong place. I think we have to be worried about going over going there and playing well as a country and a team and enjoying your time over there, too."
The same goes for Kane's teammate, Jonathan Toews, a member of Team Canada. Toews said his parents and girlfriend will be in Sochi, despite "that thought in their head" about the danger.
"Everyone is doing everything they can to make sure there are no dangerous situations. I think our families will be pretty close to where we are in the village so that'll be a little comfort," Toews said. "We just have to enjoy it and be confident everything will be all right."
— With files from Darren Haynes in Calgary and The Associated Press.