The use of UAVs for military and law enforcement purposes is increasing dramatically. Simultaneously, possible opponents are also developing UAV capabilities that they may deploy for their purposes. For example, a terrorist may deploy a commercially available model airplane or multicopter with an Improvised Explosive Device (IED). Or in the near future an unfriendly nation may deploy a swarm of small weaponized UAVs that cooperate in an attack. Awareness of this type of threat is growing, and nations are intensifying their research & development of countermeasures. Here we focus on the significant threat imposed by Mini UAVs, especially on the improvised Mini UAV threat. We present the main challenges in countering the emerging threat of Mini UAVs. This consists of opportunities and challenges in detecting as well in neutralizing this type of threat.