An American Airlines pilot reported seeing "a long, cylindrical object" come startlingly close to the aircraft as it was flying over New Mexico.
The FBI said it was aware of the incident, which occurred Sunday during a flight from Cincinnati to Phoenix.
The pilot called air traffic control shortly after noon local time to report seeing the object, according to the Federal Aviation Administration.
"Do you have any targets up here?" the pilot is heard asking on a radio transmission. "We just had something just go over the top of us that — I hate to say this — looked like a long, cylindrical object."
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"It almost looked like a cruise missile type of thing moving really fast that went right over the top of us," the pilot added.
The FAA said in a statement that air traffic controllers "did not see any object in the area on their radarscopes."
American Airlines confirmed that the radio call came from one of its flights, but deferred further questions to the FBI.
"Following a debrief with our Flight Crew and additional information received, we can confirm this radio transmission was from American Airlines Flight 2292 on Feb. 21," the airline company said.