"We would both agree that the threat is higher today," Rogers said on CNN's "State of the Union." "The threat level has never been more diverse than it is today."
Feinstein agreed, noting that there are more al Qaeda affiliates carrying out attacks.
"There are more groups than ever," she said on CNN. "There is huge malevolence out there."
Rogers said the attacks are smaller, making them harder to predict and catch.
"They've now switched to this notion that smaller events are okay," he said of terrorist groups.
Rogers also warned against harping on the National Security Agency for its expansive surveillance on American citizens.
"Our intelligence services are not the bad guy," he said.
Watch part of the interview with Feinstein and Rogers via CNN: