
The news comes the same week U.S. Marines launched a major anti-Taliban military offensive in southern Afghanistan. The missing soldier was reportedly not part of that operation.
Paktika, where the soldier went missing, is a stronghold for Siraj Haqqani, one of the primary threats to U.S. forces in eastern Afghanistan. Haqqani is also the person believed to have held New York Times reporter David Rohde.
It's likely that the soldier would be taken across the border into South Waziristan in order to get him to an area where U.S. troops do not officially operate. The Taliban have reportedly told their forces that if they capture any foreign national they should transfer him to Waziristan in order to avoid being caught by U.S. planes.
South Waziristan is also the next target of the Pakistani military and where Baitullah Mehsud's network is based.
The current offensive "Khanjar" (or "Strike of the Sword") against the Taliban in south Afghanistan is the first major operation under President Barack Obama. It was launched today in Helmand province, and involves nearly 4,000 U.S. Marines as well as 650 Afghan soldiers.
The stated goal of the operation is to crack down on insurgency in Helmand -- the world's largest opium poppy producing region -- before Afghanistan holds presidential elections on August 20.
ABC News' Aleem Agha in Kabul contributed to this report.