Major Jon Siepmann declined to give details of the allegation but told reporters the investigation was being carried out by the Naval Criminal Investigation Service, which has responsibility for the US Marines, as well as the navy.
About 2000 US Marines are on combat duty in Afghanistan.
"Because it is currently under investigation, we cannot provide any specific details regarding the allegation," Siepmann said.
"The coalition treats all such allegations seriously and will take appropriate action based on the outcome of the investigation," he said.
The US military says it has investigated five deaths of prisoners in Afghanistan since August 2002.
Last month a CIA contractor was arrested on charges of beating a detainee who died at a base in Afghanistan in 2003, the first charge in connection with prisoner abuse in the country.
After news broke concerning treatment of prisoners in Iraq, the US military announced a sweeping review of its prison system in Afghanistan. A report is expected in July.
It said last month it had begun implementing changes in treatment of detainees, even before completion of the investigation.
The review was launched after complaints of abuse by former detainees, including a former policeman who said he was beaten and sexually abused during 40 or so days in US detention.
The US-based rights group Human Rights Watch has called abuse of detainees in Afghanistan "systemic", and criticised the US decision not to grant detainees prisoner-of-war status that would give them rights under the Geneva Conventions.