"Any offensive move" against Sheikh Nimr would lead to short and long-term consequences for the Arab country, Mohamed al-Nimr said on Sunday.
He emphasized that the Saudi authorities are fully aware of the repercussions of the likely execution of his brother, who has been in detention for nearly three years on political charges.
The remarks came after unnamed European diplomatic sources said Saudi Arabia intends to carry out the death sentence of Sheikh Nimr on May 14.
Human rights activists have urged the Al Saud regime to immediately revoke Sheikh Nimr's death sentence and release him.
Back in early March, a Saudi Arabian appeal court approved the death penalty of the prominent cleric.
Sheikh Nimr was detained in July 2012 following demonstrations that erupted in the country's Qatif region. He is accused of delivering anti-regime speeches and defending political prisoners.
His arrest sparked widespread protests in the Arab country.
In October 2014, Sheikh Nimr's family reported that a Saudi judge has found him guilty of "sedition" and sentenced him to death.