A US convoy vehicle with embassy staffers was attacked in Anambra state, in southeast Nigeria, on Tuesday.
Two local workers and two policemen were killed while the assailants abducted three others, authorities said.
During a briefing with reporters in Washington, US National Security Council spokesman John Kirby said that "no US citizens were involved."
Authorities blamed the violence on a separatist group called the Indigenous People of Biafra (IPOB).
Rescue operations underway
Tochukwu Ikenga, a police spokesman in Anambra, said that the attackers murdered the four people before setting the vehicle "ablaze."
A rescue-recovery operation was underway, Ikenga said in his statement.
A joint team of security forces arrived on the scene after the assailants had escaped while holding two other police officers and a driver.
The US state department said that its personnel in Nigeria are working with the country's security agencies to investigate the attack.
A hotbed of separatist violence
The incident took place along a major road in Anambra state, an epicenter of separatist violence in the region.
Separatists, who are demanding a referendum, have escalated their attacks in recent years, targeting government buildings or police.
Nigerian President Muhammadu Buhari has rejected all calls for a separate nation and said that the unity of Africa's most populous country and largest economy is not negotiable.
Nigerian officials often hold the IPOB group responsible for violence. Nnamdi Kanu, the leader of IPOB, is currently in jail for treason.
IPOB has repeatedly denied responsibility for attacks.