Investigations are progressing into the US operations of News Corporation after the UK phone hacking scandal, US Attorney General Eric Holder has said.

"There have been members of Congress in the United States who have asked us to investigate those same allegations and we are progressing in that regard using the appropriate federal law enforcement agencies," Holder told reporters in Australia on Friday.

The Federal Bureau of Investigation said on Thursday it was examining allegations that Rupert Murdoch's organisation may have tried to hack into the phone records of victims of the September 11, 2001, attacks on the US.

"We are aware of the allegations and are looking into it," said Peter Donald, an FBI spokesman in New York.

The FBI inquiry was prompted by a call by US congressman Peter King of New York to investigate the hacking claims, first reported by Britain's Daily Mirror newspaper.

A former New York police officer told the paper that he had been contacted by the News of the World, the Murdoch-owned British paper at the heart of the phone hacking scandal that was shut down last week, and offered payment for retrieving the phone records of victims of the 9/11 attacks.

Democratic senators Jay Rockefeller and Barbara Boxer had also urged the attorney general and Mary Schapiro, chief of the Wall Street watchdog Securities and Exchange Commission, to see if US laws had been broken.

"The reported allegations against News Corporation are very serious, indicate a pattern of illegal activity, and involve thousands of potential victims," the politicians said in a letter to Holder and Schapiro.

But US Senator John McCain, who sits on the committee on Homeland Security and Governmental Affairs, said he had not heard any evidence of News Corporation wrongdoing in the US.

The FBI routinely makes preliminary inquiries into issues raised by legislators and others to determine whether a full-blown investigation is needed.

News Corporation has not commented on the FBI inquiry.

But in an interview with the News Corporation-owned Wall Street Journal, Murdoch defended the company's handling of the phone hacking scandal.

While the company had made "minor mistakes", it had dealt with the crisis "extremely well in every way possible", he said.

Murdoch said an independent inquiry by a "distinguished non-employee" would investigate "every charge of improper conduct".

"We think it's important to absolutely establish our integrity in the eyes of the public. I felt that it's best just to be as transparent as possible."