On Sunday, the U.S. Embassy confirmed that several Americans have gone missing in Iraq after the local media reported that thee Americans had been kidnapped.

U.S. Embassy spokesman Scott Bolz said, "We are working in full cooperation with Iraqi authorities to locate the missing Americans."

Last week the U.S. embassy received threat information that an Iranian-backed militia group wanted to grab an American or an American contractor, according to a State Department source.

Officials had hoped the Iranian government would have told the militia group to hold off because of all the negotiations surrounding the prisoner swap that saw the release of four Americans. The State Department source fears one of the groups might have "gone off the reservation."

John Kirby, a State Department spokesman said that they would release no other information "due to privacy considerations."

"The safety and security of Americans abroad is our highest priority," Kirby said.

Al- Arabiya initially reported the kidnapping, claiming that three Americans had been kidnapped in Baghdad by militias.

Iraqi media reports said the Americans went missing in south Baghdad on their way to Baghdad International Airport. A Western security official, speaking on condition of anonymity because he was not authorized to brief the media, said Sunday that he had been told that three Americans went missing 24 to 48 hours ago.

No group has claimed responsibility for the kidnappings yet.