Google Chrome uses heuristics to determine if a file could be harmful and alerts you likewise. In such cases, user has to click on the keep button shown alongside the active download in the bottom toolbar, or navigate to the Downloads tab and click on keep button. This may have to be done for one or more active downloads.
Keeping security in mind, Google Chrome doesn't provide a setting which completely turn-off this behavior. One workaround this is to enable Chrome to ask you for the location to save the file.
Access Google Chrome Settings, via the Customise and control Google Chrome button located at the end of the address bar, or use the keyboard shortcut Command + ,. Scroll to the end and click on Advanced. Now under Downloads section, enable Ask where to save each file before downloading.
If you generally choose to save all the downloaded files to a particular location, this will necessitate an extra step where you'll have to confirm the download location.
However, this will benefit by you as browser will bring to your attention any download activity. You can choose to discard any unintended file and can choose to save them to a custom location directly.
Also, it's a good idea to always keep your browser up-to-date from security standpoint.