A U.S. soldier discovered missing Thursday from a small outpost in eastern Afghanistan is believed to have been captured by Taliban militants when he walked away from his base, military officials said. A U.S. official in Afghanistan said the soldier's absence was discovered when he did not show up for morning formation. It is highly unusual for a U.S. soldier to leave a military base unaccompanied by other American troops, and the military is investigating. 'We are exhausting all available resources to ascertain his whereabouts and provide for his safe return,' said a statement issued by the U.S. military headquarters in Kabul. The U.S. military, citing safety concerns, declined to identify soldier by name or the group holding him, and said that the militants had not made any direct contact with military officials. 'We have no reason to believe someone came to the facility and kidnapped him. We believe he left the facility and got into trouble,' said one senior defense official, speaking on the condition of anonymity because of the sensitivity of the situation. A member of the Taliban linked to insurgent leader Sirajuddin Haqqani in Pakistan said that the soldier is in the custody of insurgents from the Haqqani network who are operating on the Afghan side of the border. The Taliban fighter, interviewed by telephone, said the kidnapping was carried out by Maulvi Sangeen, an Afghan commander linked to Haqqani. Agence France-Presse quoted a Haqqani commander as saying his militia had captured the soldier in the Yousuf Khail district of Paktika province, along the border with Pakistan. 'Our leaders have not decided on the fate of this soldier,' the AFP quoted the Haqqani commander, identified only as Bahram, as saying. 'They will decide on his fate, and soon we will present videotapes of the coalition soldier and our demand to media.' The soldier was not part of the assault launched by a Marine brigade on Taliban forces in southern Afghanistan early Thursday. While the AFP report quoted the Haqqani commander as saying the soldier was captured with three Afghan 'guards,' the U.S. official said the Afghans who reportedly were seized do not appear to have been soldiers. -0- Staff writer Joshua Partlow and special correspondent Haq Nawaz Khan in Pakistan, staff writer Rajiv Chandrasekaran in Afghanistan, and staff writers Greg Jaffe and Debbie Wilgoren in Washington contributed to this report. 