The Iranian government has told the United States that it has no information about a former FBI agent who has been missing in Iran for more than a month, the State Department said Thursday.

In a message passed through Swiss intermediaries, Tehran said it had no "record" of Robert Levinson, who was last seen on the Iranian island of Kish in early March, spokesman Sean McCormack said.

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

He said the United States was skeptical 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.

The Iranian reply came through the Swiss Embassy in Washington on Wednesday afternoon, after McCormack announced the State Department was expanding appeals for information about Levinson by asking more nations with diplomatic ties with Iran for help.

Washington broke diplomatic ties with Tehran after Iranian militant students stormed its embassy in Tehran in 1979 and held its occupants hostage for 444 days. U.S. contact with Tehran is handled through the Swiss.

But McCormack said Wednesday the State Department was contacting at least two other European countries "to knock on some doors" in Iran for information about Levinson, 59, of Coral Springs, Fla., who retired from the FBI in 1998.

That move came as U.S. officials expressed frustration with the lack of response at the time from Iran to previous appeals for information, the first of which was made through the Swiss shortly after Levinson was reported missing.

There have been several reports that Levinson is being held in Iran, possibly as a hostage to trade for five Iranians detained by U.S. forces in Iraq, but U.S. officials have said they have no way to confirm them and no reason to believe they are credible.

On Monday in Florida, Levinson's wife issued a plea for information on the whereabouts of her husband, who was believed to be on the Persian Gulf island, known for its beaches, sea turtles and relatively liberal atmosphere, doing research for an independent filmmaker.

U.S. citizens are not barred from traveling to Iran but must obtain a visa, although no Iranian visa is required to visit Kish island.

Levinson's disappearance was first reported during the crisis over 15 British sailors and marines seized by Iran from the Persian Gulf, but U.S. officials have said repeatedly there is no connection between the cases.