"When we hit that building I thought we had killed all the bad guys, but when we went in they didn't find any bad guys in the building," Lieutenant Colonel Brennan Byrne told AFP.
When asked to explain how the insurgents, who were believed to have been hiding inside after reportedly attacking US forces, escaped, he said: "I don't know."
But he speculated the insurgents may have fled after a Cobra helicopter gunship fired a Hellfire missile at the mosque, and before an aircraft dropped a laser-guided precision bomb.
He said it was possible that other insurgents in the flashpoint town west of Baghdad had dragged the bodies away in the 30-40 minutes before marines arrived to sweep the area. But he admitted there were no trails of blood.
Byrne earlier said that there were "as many as 40 rebels" inside the mosque and said the marines had wanted "to kill the people inside."
The bombing came after several hours of small arms and rocket-propelled grenades fire from insurgents, which left five marines wounded.