The United States said on Thursday that it will "continue to pursue with the Iranians" to find out the whereabouts of Robert Levinson, a former FBI agent missing in Iran although Tehran has told Washington that it had no record of Levinson.

"They (Iranians) said they did not have any record of Mr. Levinson concerning his whereabouts," State Department spokesman Sean McCormack told reporters. "That is a response we will continue to pursue with the Iranians. We don't know where he is."

McCormack said the United States was skeptical about Iran's response because it believes Levinson is in Iran and has no reason to think he left Kish island, where he had been on private business before being reported missing by his family and employers on March 11.

Washington has tried three times through Switzerland to ask Iran to provide information about Levinson's whereabouts since March 12, McCormack said Monday.

As Iran failed to provide "any substantive information," the spokesman said Wednesday, the State Department was seeking help from other countries to find out what may have happened to Robert Levinson.

The Iranian reply came through the Swiss Embassy in Washington apparently on late Wednesday.

Washington severed diplomatic relations with Tehran in April 1980, five months after Iranian students occupied the American embassy in Tehran. Fifty-two Americans were held hostage for 444 days.

Levinson, 59, retired from the Federal Bureau of Investigation in 1998.