Lithuanian and foreign troops, along with helicopters from the air force and the state border guard service, were deployed to search for the missing soldiers.

The incident occurred during a military drill on a training ground in eastern Lithuania.

"A possible scene has now been identified, and a search and rescue operation is underway," the Lithuanian military said in a statement.

Lithuanian authorities received a report about the soldiers' disappearance on Tuesday afternoon.

US Army Europe and Africa's public affairs office confirmed in a statement that the soldiers "were conducting scheduled tactical training at the time of the incident".

"I would like to personally thank the Lithuanian armed forces and first responders who quickly came to our aid in our search operations," said Lieutenant General Charles Costanza, the V Corps commanding general.

Lithuania, a NATO and EU member, hosts more than 1,000 American troops, who are stationed on a rotational basis.