The Lithuanian authorities received a report last Tuesday that the soldiers went missing during a military drill at a training ground in the eastern city Pabrade, near the border with Belarus.

Search and rescue teams worked with heavy equipment and excavators to remove silt from the body of water where the vehicle had been located before eventually towing it out of the swamp early on Monday.

"Three US Army Soldiers assigned to 1st Armored Brigade Combat Team, 3rd Infantry Division were found deceased in Lithuania today, March 31," US Army Europe and Africa's public affairs office said in a statement.

It added that search and recovery operations continue for the remaining fourth soldier.

In Washington, President Donald Trump confirmed the toll of three dead and one missing and described the accident involving the armoured vehicle.

"It was a very heavy truck," he told reporters in the Oval Office, "but I mean really heavy, that lifted the heaviest equipment. And it would seem that the bank of a lake collapsed. You know, the weight is so big."

"And it was at night and it was very cold weather. Ice, a lot of ice. And it possibly slipped and the weight is so enormous," Trump said.

The soldiers' identities were being withheld pending notification of next of kin, according to the Army statement.

"Our hearts are heavy with a sorrow that echoes across the whole Marne Division, both forward and at home," said the division's commanding general Christopher Norrie.

"But the search isn't finished until everyone is home," he added.

"Words cannot express our gratitude to those still working around the clock during these extensive search and recovery efforts and your unwavering commitment not to rest until all are found," he said.

Hundreds of local and foreign troops and other rescue workers including engineers and divers had been involved in a rescue operation to recover the M88 Hercules armoured vehicle.

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