Mehsud has been blamed for a number of attacks inside Pakistan, including the assassination of Benazir Bhutto, the former Pakistani prime minister, and this focus has seen his territory largely ignored by US raids.
The US defence department said it had no information on the raid.
If confirmed, Sunday's incident will be the 12th attack blamed on US-led forces or CIA operatives across the border in Afghanistan in the past 10 weeks.
Last week, 11 people were killed when suspected US drones fired missiles into a school in North Waziristan set up by Jalaluddin Haqqani, a pro-Taliban leader, security officials said.
Such raids have increased anti-American sentiment in Pakistan and Asif Ali Zardari, the president, has vowed no to tolerate violations of his country's territory.
The government has agreed to review Pakistan's counter-terrorism policy in light of the US attacks and the continuing violence both in the tribal regiosn and elsewhere in the country.
Troops have been battling fighters opposed to the government in Pakistan's semi-autonomous tribal zones, especially in the Bajaur area, for months.