Mujahed said the group was lost and the victims were killed as they tried to escape.
The bodies of 10 people, including two Afghans, were found next to three bullet-riddled four-wheel drive vehicles in Badakhshan on Friday.
The US embassy did not identify the victims or say how many of the dead may have been Americans.
"We have reason to believe that several American citizens are among the deceased," Caitlin Hayden, a spokeswoman for the US embassy said in a statement on Saturday.
"We cannot confirm any details at this point, but are actively working with local authorities and others to learn more about the identities and nationalities of these individuals."
However, an official with the International Assistance Mission charity told The Associated Press news agency that the group was made up of six Americans and two other foreigners on a medical mission.
Dirk Frans, the director of the nonprofit Christian organisation which provides health services, said the group was returning to Kabul from an eye facility in Nuristan province when they were killed.
The AFP news agency, meanwhile, quoted an Afghan police official as saying that a number of German doctors were among the bodies recovered.
General Agha Noor Kemtuz, the provincial police chief, said a third Afghan man, who had been travelling with the group, survived.
"He told me he was shouting and reciting the holy Quran and saying 'I am Muslim. Don't kill me'," Kemtuz said.
Kemtuz said the survivor told him that the group, which had been travelling in Panjshir, Nuristan and Badakhshan provinces, were surrounded by armed men and then attacked.
He speculated that robbery could have been a motive in the killings in the remote Kuran Wa Munjan district.
"We couldn't find any passports or anything," he said. "Nothing was left behind."
It was unclear what the group had been doing in the forested area away from main routes through the province.
"We understand from locals that the foreigners were first seen in the area around 14 days ago," Al Jazeera's James Bays, reporting from the Afghan capital, Kabul, said.
"In the last four or five days, shepherds reported that there had been vehicles shot up in the area.
"Investigations are continuing ... It's a very remote area."