The report apparently aired from Pristina, implying the captured soldiers were being held in the Kosovo province's capital.
"There's a concern they've been captured, but we can't say for sure," Maj. Mark Biron, a spokesman for the U.S. European Command in Stuttgart, Germany, had said earlier as the search continued by U.S. and NATO forces.
Asked if the soldiers' possible captors might have taken them over the border into the Serbian portion of Yugoslavia, Col. Richard Bridges, a Pentagon spokesman, earlier refused to speculate. But he said U.S. search teams were not expected to enter Yugoslavia, which is under NATO air attack.
The Army team had been on a daytime reconnaissance mission in the Kumanovo area, about 3 miles from the southern Yugoslavia border when they reported "they received small arms fire and said they were surrounded," according to NATO.
"No more was heard from the patrol," a NATO statement said.
Widening its air assault, NATO pounded Serb targets near a major Kosovo city yesterday and vowed "no sanctuary" for Yugoslav forces attacking ethnic Albanians.
Russia backed its disapproval of the NATO campaign with a show of force yesterday, saying it was dispatching a frigate to the Mediterranean and putting other warships on standby. NATO warships firing cruise missiles at Yugoslavia are deployed in the Adriatic Sea, off the Mediterranean.
With hints from Western diplomats that NATO bombs and missiles could soon be raining down on the Yugoslav capital of Belgrade, NATO spokesman Jamie Shea yesterday reiterated the alliance's insistence that Yugoslav security forces are bent on purging Kosovo of both ethnic Albanians and their culture.