The brief statement gave no information on the circumstances of the shooting which took place on Friday.
"An Abu Ghraib detainee died from gunshot wounds on 27 May at approximately 5am after being transported to a coalition medical treatment facility," the statement said.
"The incident is under investigation."
Abu Ghraib was one of Saddam Hussein's most notorious jails, and was taken over by US forces following the invasion of Iraq in 2003. Last year photographs surfaced showing the abuse and sexual humiliation of prisoners by US troops at the jail.
Several US soldiers have been court martialed over the abuse, and the alleged ringleader, Charles Graner, was sentenced to 10 years in jail.