The three men, who were in the United States for training, were off duty when the incident happened in the early hours of Saturday, it said.

Local US media said the shooting may have followed an earlier altercation and was not random.

"The Dutch commando who was in a critical condition in a hospital in the American city of Indianapolis died of his injuries last night," a defence ministry statement said.

"His family and colleagues were at his side."

The two other soldiers are both conscious and able to speak, it added.

All three soldiers were from the Dutch commando corps, the special forces unit of the Netherlands' armed forces.

The Dutch military police said it had sent three detectives to collect information but would not start their own investigation, as they had "no jurisdiction".