The U.S., Morocco and other countries participating in the African Lion exercise has a search and rescue operation, AFRICOM said.
“The incident remains under investigation and the search is on-going,” it said in a statement.
The incident happened on May 2 near the Cap Draa Training Area near Tan Tan, close to the Atlantic Ocean. The exercise started in April and is billed to end early May.
African Lion, a war games exercise, is the largest annual joint military exercise on the continent and usually features high-ranking military officials from the U.S. and its top African allies.
U.S. military officials have said the annual multinational engagement serves as a venue for strengthening regional security cooperation and refining the readiness of participating forces for global crises.