The soldiers went missing during a military drill on a training ground in the Baltic country's east.

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

"The M88 Hercules armored recovery vehicle the four missing US soldiers were operating during a training exercise has been located in Lithuania," US Army Europe and Africa's public affairs office said in a statement.

"The vehicle was discovered submerged in a body of water in a training area... Recovery efforts are underway," it said.

"Search efforts for the soldiers continue," it added.

NATO also said the "four are still missing, but their vehicle was found", responding to earlier reports quoting alliance chief Mark Rutte.

"The Secretary General was referring to news reports that had just emerged. He did not confirm the death of the four US soldiers, but noted that the details remain unconfirmed," NATO acting spokesperson Allison Hart told AFP.

The Lithuanian army said earlier there was "no evidence or information confirming the death of the troops".

"People (are) working round the clock. Everybody remains on standby, ready to provide emergency medical support," Lithuanian Defence Minister Dovile Sakaliene said on X.

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

US Army Europe and Africa's public affairs office confirmed in its 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 stationed on a rotational basis.