Earlier in Tehran, state TV quoted a military source as saying a US reconnaissance aircraft had been shot down along the border.
The unmanned spy plane was violating Iran's airspace, it was claimed.
The military source warned that the country's armed response would "not be limited to our country's borders" for the "blatant territorial violation".
An American official, who declined to be named, said: "There is absolutely no indication up to this point that Iranians shot down this drone."
The Nato-led force in Afghanistan said the aircraft may be an unarmed surveillance drone that was lost last week while flying over western Afghanistan.
A statement from the International Security Assistance Force (Isaf) added the drone "may" belong to the US.
"The operators of the UAV (unmanned aerial vehicle) lost control of the aircraft and had been working to determine its status," it said.
There are around 140,000 foreign troops in Afghanistan, about 100,000 from the US, fighting a Taliban-led insurgency.