BEIRUT (REUTERS) - The Islamic State in Iraq and Syria (ISIS) militant group said on Friday that an American woman hostage it was holding in Syria had been killed when Jordanian fighter jets bombed a building where she was being held, the Site monitoring group said.

In Washington, US officials said they could not confirm that the woman, who has been identified as 26-year-old aid worker Kayla Jean Mueller of Prescott, Arizona, had been killed.

Mueller was the last-known American hostage held by Islamic State, which controls wide areas of Syria and Iraq and has executed five British and American aid workers and journalists in recent months.

The group's latest claim comes just days after it released a video on Tuesday appearing to show a captured Jordanian pilot, Maaz al-Kassasbeh, being burned alive in a cage.

Jordan immediately vowed to intensify military action against ISIS.

A representative in the United States of Mueller's family said the family had no information on ISIS' statement that she had been killed.

State Department spokeswoman Marie Harf told reporters during a briefing in Washington, "I cannot confirm those reports in any way."

The White House said it was "deeply concerned" over the report but that it had not seen "any evidence that corroborates ISIL's claim," using another acronym for the group.

Islamic State, in a message monitored by Site, said Mueller died when the building in which she was being held outside Raqqa, a major stronghold of the group, collapsed in a Jordanian air strike on Friday.

"The air assaults were continuous on the same location for more than an hour," Islamic State said, according to Site.

Reuters and other Western news organisations were aware that Mueller was being held hostage but did not name her at the request of her family members, who believed the militants would harm her if her case received publicity.

'WHERE IS THE WORLD?'

Mueller was taken hostage while leaving a hospital in the northern Syrian city of Aleppo in August 2013.

She had a long record of volunteering abroad and was moved by the plight of civilians in Syria's civil war.

"For as long as I live, I will not let this suffering be normal. (I will not let this be) something we just accept," Mueller's local newspaper The Daily Courier quoted her in 2013 as saying.

"When Syrians hear I'm an American, they ask, 'Where is the world?' All I can do is cry with them, because I don't know," Mueller said.

She had worked for a Turkish aid organisation on the Syrian border and volunteered for schools and aid organisations abroad including in both the West Bank and Israel as well as in Dharamsala, India, where she taught English to Tibetan refugees.

Jordanian aircraft hit multiple targets in Syria on Thursday, including an ammunitions depot and storage facilities.

Pentagon spokesman Colonel Steve Warren estimated the Jordanians dropped a total of around 72 munitions on its targets.

Jordan is a major US ally in the fight against militant Islamist groups, and hosted US troops during operations that led to the invasion of Iraq in 2003.

Hours after the release of the video showing the pilot burning to death, Jordanian authorities executed two Al-Qaeda militants who had been imprisoned on death row, including a woman who had tried to blow herself up in a suicide bombing and whose release had been demanded by Islamic State.

Col Warren said the United States was also heavily involved in Thursday's operations in Syria, flying alongside Jordanian planes.