Pentagon officials said they were looking into the report. Later however, AFP quoted a US defence official, whom it did not name, as saying the two soldiers were accounted for and were ''A-OK''.
A typewritten statement from the group calling itself Al-Madina al-Munawara Division, broadcast by the Lebanese Broadcasting Corp (LBC), said the two Americans were wounded and captured when an Al-Madina unit attacked their convoy west of Baghdad. It did not say when or exactly where the attack took place.
The statement was delivered to the channel along with two identification cards. The authenticity of the documents could not immediately be verified.
LBC broadcast close-ups of the cards, a laminated military ID in the name of Capt. Katherine V. Rose of the 142nd Corps Support Battalion and a Pennsylvania driver's licence with the name Andrew C. Peters, 37.
A call to the address on the driver's licence was answered by a person who hung up.
According to a database of National Guard units nationwide, the 142nd Corps Support Battalion is based at Fort Polk, Louisiana, and is currently deployed in Iraq.
Two US soldiers were captured with their military vehicles in Baghdad in June and their bodies were found a few days later.
The statement warned British and Australian troops, as well as all other countries considering sending troops to Iraq, that they will be subject to more attacks.
The statement also said Al-Madina Al-Munawara Division is made up of members of the former Iraqi army under the government of Saddam Hussein.
The statement warned British and Australian troops that they will be subject to more attacks.
The Republican Guard, comprising some of Iraq's best-equipped and most loyal troops, included a unit called Al-Madina al-Munawara.
Literally, the name means "City of Light" in Arabic. It's also the formal name of the city of Medina, the second holiest city after Makka in Saudi Arabia.
Two soldiers killed
Meanwhile two US soldiers were killed over the past 24 hours, the US command announced.
US soldiers are always on the alert as casualties rise
The latest deaths - one in Baghdad and the other near Hilla to the south of the capital - brought to 65 the number of US soldiers killed since US President George Bush declared major combat over on 1 May, according to official figures.
"The first was a fatality in Baghdad on Thursday," said Sergeant Amy Abbott.
The second attack killed another soldier with the Marine Expeditionary Force near Hilla, some 100 km south of Baghdad.
No details were however given as to when exactly the assault took place.
In other developments, US investigators probing the suicide bombing of the UN headquarters in Baghdad are said to be looking into possible complicity of Iraqi security guards with the attackers.
"But the task is not made easier by the conspiracy theories circulating. We will have to separate as best as we can fact from speculation"
Fred Eckhard, UN spokesman
Quoting a senior American official in Baghdad, the New York Times reported the guards at the UN compound had been agents of the Iraqi secret services prior to the Iraq war.
The UN continued to employ them even after the war.
"We believe the UN's security was seriously compromised," the official told the daily.
"We have serious concerns about the placement of the vehicle and the timing of the attack," the official said.
The truck bomb exploded directly under the third-floor office of Sergio Vieira de Mello, the chief UN envoy in Iraq, killing him together with 22 other people.
But UN officials refused to readily buy the conspiracy theory.