An US new agency helicopter captured vapour trail of a mystery missile along the coast of California on Monday i.e., on 8-Nov.
Pentagon officials say they cannot explain reports of a missile launch.
"Right now all indications are that it was not (Defence department) involvement in this launch" Pentagon spokesman Col David Lapan said.
"So far we've come up empty with any explanation," Col Lapan said. "We're doing everything we can to try to figure out if anybody has any knowledge of what this event may have been."
Generally, the launch of a US missile would require several different authorisations and notifications.
It is unclear if the suspected missile was launched from land or sea.