Lieutenant Colonel Mark Wright, a US Pentagon spokesman, said the CIA had "no reports of any loss of DoD (Department of Defence) drones," on Tuesday.
Dawn News, one of several Pakistani channels reporting the incident, said security forces had found the wreckage of the drone 8km from Angor Adda, near the village of Jalal Khel, and 3km from the border with Afghanistan.
US commandos launched a ground assault on September 3 in Angor Adda, which Pakistani officials said killed 20 people, including women and children.
The incident is likely to add to tensions between Washington and Pakistan
following a spate of recent American cross-border incursions and drone attacks targeting suspected fighters.
George Bush, the US president, said in New York on Tuesday that Asif Ali Zardari, Pakistan's president visiting the country, had spoken strongly about protecting Pakistani sovereignty.
"Your words have been very strong about Pakistan's sovereign right and sovereign duty to protect your country, and the United States wants to help," Bush said before meeting Zardari.
Robert Gates, the US defence secretary, said on Tuesday that Washington would continue to take military action in Pakistan and called for co-operation from the government in Islamabad.
"I think it is essential for Pakistan to be a willing partner in any strategy we have to deal with the threat coming out of the western part of Pakistan and the eastern part of Afghanistan," Gates said, expressing hope for "an even stronger partnership" with Zardari.
Pakistan's support is regarded as crucial to the success of US-led forces trying to stabilise Afghanistan and fight al-Qaeda in the region.
But Pakistanis have become increasing angered over the heightened use of drones and ground units in the area bordering Afghanistan.
Pakistanis were outraged by the US September 3 raid - the first known ground assault by US troops into Pakistan - and the six-month-old civilian government issued a diplomatic protest.
General Ashfaq Kayani, Pakistan's army chief, said foreign troops would not be allowed on Pakistani soil and Pakistan's sovereignty and territorial integrity would be defended at all costs.
Residents and some security officers said Pakistani troops fired on two US helicopters that crossed the border near Angor Adda a week ago, forcing them to turn back.
Pakistan and the United States denied the reports.