The US embassy here said Thursday that "credible information" it got indicated that kidnapped US Marine Cpl. Wassef Ali Hassoun in Iraq is safe in his native Lebanon, said meida reports.

"We have credible information that he (Hassoun) is in country and safe but we've not been able to confirm it and we're working on confirmation of that," Elizabeth Wharton, public affairs officer at the US embassy, was quoted as saying.

However, the embassy added that there is no confirmation of Hassoun's location whatsoever.

An Iraqi Islamic militant group said on Monday that it was holding Hassoun, but he was safe at a location they did not identify, reported the Arab television channel Al-Jazeera.

The group calling itself the Islamic Retaliation Movement said in a statement that it has moved the abducted US marine to "a place of safety" after he pledged not to return to the American armed forces, said the channel.

In the statement the channel had received, the group did not say where Hassoun had been taken.

On Wednesday, al-Jazeera broadcast a tape from the group showing the blinfolded Hassoun with a sword over his head while the group threatened to decapitate him unless all prisoners were released in Iraq.

The US marines confirmed afterwards that Hassoun went missing on June 21.

On Sunday, a group calling itself the Army of Ansar al-Sunna denied reports on Islamist websites that said it had decapitated Hassoun.