A militant group Saturday claimed it killed a U.S. Marine who was believed taken hostage around the 20th of June.

A group calling itself Ansar al-Sunna Army posted a written statement on an Arabic Internet site Saturday claiming it had killed U.S. Marine Cpl. Wassef Ali Hassoun, who was believed taken hostage in Iraq about two weeks ago.

U.S. military officials in Baghdad said Saturday they are investigating the report but could not immediately confirm it.

On June 27 a video of the captured and blindfolded Marine was shown on the Arabic satellite television station al-Jazeera. Militants demanded the release of all Iraqis being held in coalition jails. The militants said they were members of the group Islamic Response, the security wing of the National Islamic Resistance.

In the statement that appeared Saturday on the Arabic Internet site, the group said the Marine, of Lebanese-descent, had been killed and that video detailing the killing would soon be released.

The statement appeared on the same Internet site which last month showed video of the beheading of American Paul Johnson in Saudi Arabia.

A South Korean, Kim Sun-il, was captured and beheaded last month after being taken hostage while working for a company that delivered supplies to American forces in Iraq.

In May, American businessman Nicholas Berg was beheaded after being taken hostage in Iraq.

And, another group has claimed that it killed American soldier Spc. Kieth Maupin, who was taken hostage in April. U.S. military officials say they have not been able to confirm his death.