West Jordan, Utah ? The brother of a Marine who was reported captured in Iraq denied reports Wednesday that he had been released and contacted family members, but a U.S. official said there was reason to believe the corporal was in his native Lebanon.

“I hope we hear from him, but so far, nothing,” his brother, Mohamad Hassoun, told The Associated Press.

CNN reported Wednesday that Wassef Ali Hassoun, 24, had been in touch with his family in Utah and Lebanon, telling them he had contacted the U.S. Embassy in Beirut and asked to be picked up at an undisclosed location in Lebanon.

When asked about the supposed call from Hassoun, his brother in Lebanon, Sami Hassoun, said: “We have nothing to say.”

A U.S. official, speaking to the AP on condition of anonymity, refused to confirm the CNN report, saying only that there was reason to believe Hassoun was in Lebanon. The official did not elaborate.

Another senior U.S. official said the embassy in Beirut has received a report that Hassoun is safe in Lebanon, but officials have not been able to confirm it.

“We haven’t been able to determine his whereabouts or get in touch with him,” the official said.

Asked about an NBC report that the Navy is investigating whether Hassoun’s disappearance may be part of a kidnapping hoax, a Marine spokesman said the Navy investigation remains open.

“I don’t think they’re ruling that out. It would be fair to say they’re not ruling that out,” said Maj. Nat Fahy.

The Marines said Hassoun disappeared June 20 from Iraq on “unauthorized leave,” but changed his status to “captured” after he turned up June 27 on television blindfolded with a sword hanging over his head.

A militant group claiming to be the Ansar al-Sunna Army said on a Web site Saturday that it had beheaded the Marine. But the group said Sunday it did not issue the statement, and a posting on another Internet site said Hassoun was alive.

An Iraqi militant group said Monday it was holding the Muslim in a safe place but had not killed him. Aljazeera television broadcast the statement from “Islamic Response,” which claimed responsibility June 27 for Hassoun’s kidnapping.

Two FBI agents met with the Hassoun family for about 20 minutes Wednesday. The agents were not there to deliver any news to the family, but instead were sent to determine where the family was getting its information about Hassoun’s whereabouts, Agent Kelly Kleinvachter said.