A prominent Iraqi Shia close to Nuri al-Maliki, the prime minister, also said al-Baghdadi had been captured. But he spoke on condition of anonymity because he was not supposed to release the information.
Al-Baghdadi, also known as Abu Abdullah Rashid al-Baghdadi, has been identified in statements posted on Islamic websites as the head of the Islamic State, which was proclaimed last year after the death of Abu Musab al-Zarqawi, the leader of al-Qaeda in Iraq.
Al-Baghdadi was also said to have headed the Mujahedeen Shura Council, an alliance of al-Qaeda and other hardline groups.
Ten Iraqi policemen are missing after armed men attacked a police station north of Baghdad on Friday, killing one policeman and wounding three more, a police source said.
The source said a group of fighters stormed the police station in Hibhib in Diyala province, setting fire to vehicles and destroying the building.
The attack came days after al-Qaeda-linked fighters released a video of the execution of at least 14 police officers kidnapped from another town in Diyala.
The Islamic State of Iraq claimed responsibility for that attack.
Religiously mixed Diyala has witnessed some of the worst sectarian violence in Iraq between Shia and Sunni.
A suicide bomber killed 30 people in a cafe in a town in Diyala on Wednesday.
The US commander for northern Iraq has asked for more troops to clamp down on attacks and sectarian violence in the province.
US military commanders say fighters have used Diyala province as a base for planning attacks in Baghdad.
Sunni Arabs in Diyala have also accused the police of being infiltrated by Shia militias.