About four thousand U.S. Marines including one thousand Marine shooters and more than six hundred Afghan forces launched a major offensive into Taliban-controlled villages in southern Afghanistan on Thursday.

The offensive marks the first major operation under President Barack Obama's strategy to stabilize the country.

Click here for photos from the U.S. Marine Offensive.

One battalion consisting of about 1,000 Marines was airlifted into the Nawa district shortly after midnight by helicopter. Another battalion was inserted at about sunrise, airlifted and sent by road into the Garmsir district.

The operation is being described as "a mixed force insertion at dawn" by Captain Bill Pelletier, the Marine spokesman from Regional Command-South in Helmand province.

One Marine was killed in fighting after troops hiking through searing heat took fire from small pockets of militants. This is the first casualty from this operation.

"Our thoughts are with the family and friends of this brave ISAF soldier," said Brigadier-General Éric Tremblay, International Security Assistance Force Spokesman. "His tragic loss while fighting to bring a better future to the people of Afghanistan will not be forgotten."

Several other troops have been injured or wounded throughout the day, according to Capt. Bill Pelletier.

"They are operating in 110-degree heat and some had to pull back to get treated for dehydration," he told FOX News.

There have been no reports of civilian casualties so far. The Marines have used no indirect fire as they move into position — meaning no artillery and no bombs have been dropped from the air — all part of an effort to avoid civilian casualties, Pelletier said.

The offensive was launched shortly after 1 a.m. Thursday local time (4:30 p.m. EDT Wednesday) in Helmand province, a Taliban stronghold and the world's largest opium poppy-producing area. The goal is to clear insurgents from the hotly contested region before the nation's Aug. 20 presidential election.

The operation came as U.S. military announced that one of its soldiers was missing and believed captured by insurgents in eastern Afghanistan on Tuesday. The missing soldier was not involved in the Helmand operation.

Officials described the offensive — dubbed Khanjar or "Strike of the Sword" — as the largest and fastest-moving of the war's new phase and the biggest Marine offensive since the one in Fallujah, Iraq, in 2004. It involves four Marine companies — about 1,000 troops — who fanned out as part of a larger effort supported by a total of about 4,000 Marines from the 2nd Marine Expeditionary Brigade, plus 650 Afghan forces. British forces last week led similar, but smaller, missions to clear out insurgents in Helmand and neighboring Kandahar province.

"Where we go we will stay, and where we stay, we will hold, build and work toward transition of all security responsibilities to Afghan forces," Marine Corps Brig. Gen. Larry Nicholson said in a statement.

Pakistan's army said it had moved troops from elsewhere on its side of the Afghan border to the stretch opposite Helmand to try to stop any militants from fleeing the offensive. It gave no more details, but U.S. and Pakistani officials have expressed concern that stepped-up operations in southern Afghanistan could push the insurgents across the border.

A senior U.S. defense official tells FOX News that they have not seen any evidence that the Pakistani forces are securing the border near Helmand and Kandahar to prevent such a Taliban movement into Pakistan.

Transport helicopters carried hundreds of Marines into the village of Nawa, some 20 miles south of the provincial capital of Lashkar Gah, in a region where no U.S. or other NATO troops have operated in large numbers.

The troops took many insurgents by surprise, dropping behind Taliban lines, said Capt. Drew Schoenmaker, from Greene, New York.

"We are kind of forging new ground here. We are going to a place nobody has been before," said Schoenmaker, 31, who commands Bravo Company of the 1st Battalion, 5th Marine Regiment.

Daybreak brought the sporadic crackle of gunfire. Medical helicopters circled overhead and landed, indicating possible early casualties among the Marines.

A Marine unit in Nawa traded gunfire with a group of some 20 insurgents, while Afghan troops exchanged small arms fire with militants after they were attacked with rocket propelled grenades fired from several houses. A Cobra helicopter circling overhead for most of the day fired rockets at a tree line nearby. Other troops walked through fields of corn and past mud-wall homes. Only a handful of villagers dared to venture outside.

A roadside bomb early in the mission wounded one Marine, but he was able to continue, spokesman Capt. Bill Pelletier said.

Southern Afghanistan is a Taliban stronghold but also a region where Afghan President Hamid Karzai is seeking votes from fellow Pashtun tribesmen.

The Pentagon is deploying 21,000 additional troops to Afghanistan in time for the elections and expects the total number of U.S. forces there to reach 68,000 by year's end. That is double the number of troops in Afghanistan in 2008 but still half as many as are now in Iraq.

The Taliban, who took control of Afghanistan in 1996 and were ousted from power following a U.S.-led invasion in 2001, have made a violent comeback, wreaking havoc in much of the country's south and east, forcing the United States to pour in the new troops.

Pelletier said troops in Thursday's operation were sent in by a mixture of aircraft and ground transport under the cover of darkness.

The operation aims to show "the Afghan people that when we come in, we are going to stay long enough to set up their own institutions," Pelletier said.

Once on the ground, the troops will meet with local leaders, hear their needs and act on them, Pelletier said.

"We do not want people of Helmand province to see us as an enemy. We want to protect them from the enemy," Pelletier said.

Thousands of British forces, fighting under NATO command, have been in Helmand since 2006 with broadly the same strategy, but security has deteriorated. They have met with stronger resistance than initially expected against Taliban fighters bankrolled by the vast opium and heroin trade.

Reversing the insurgency's momentum has been a key component of the new U.S. strategy, and thousands of additional troops allow commanders to push and stay into areas where international and Afghan troops had no permanent presence before.

While Marine troops were the bulk of the force, recently arrived U.S. Army helicopters were also taking part in the operation.

In March, Obama unveiled his strategy for Afghanistan, seeking to defeat Al Qaeda terrorists there and in Pakistan with a bigger force and a new commander. Taliban and other extremists, including those allied with Al Qaeda, routinely cross the two nations' border in Afghanistan's remote south.

Last year, NATO and Pakistani forces cooperated in a series of complementary operations on the border, but the overall commitment of Islamabad to Washington's aims in Afghanistan has long been questioned. Pakistan has frequently been accused in the past of failing to stop — and sometimes aiding — the movement of insurgents into Afghanistan from its side of the border.

The governor of Helmand province predicted Operation Khanjar would be "very effective."

"The security forces will build bases to provide security for the local people so that they can carry out every activity with this favorable background and take their lives forward in peace," Gov. Gulab Mangal said in a Pentagon news release.

Obama aims to boost the Afghan army from 80,000 to 134,000 troops by 2011 — and greatly increase training by U.S. troops accompanying them — so the Afghan military can take control of the war. The White House also is pushing forces to set clear goals for a war gone awry, provide more resources and make a better case for international support.

There is no timetable for withdrawal, and the White House has not estimated how many billions of dollars its plan will cost.

Elsewhere in Afghanistan, insurgents captured an American soldier on Tuesday, said Capt. Elizabeth Mathias, a U.S. military spokeswoman. The missing soldier was not part of the Helmand operation.

"We are using all of our resources to find him and provide for his safe return," Mathias said.

Mathias did not provide details on the soldier, the location where he was captured or the circumstances.

Afghan Police Gen. Nabi Mullakheil said the soldier went missing in the Mullakheil area of eastern Paktika province, where there is an American base.

Zabiullah Mujaheed, a spokesman for the Taliban, could not confirm that the soldier was with any of their militant forces. A myriad of insurgent groups operate in eastern Afghanistan, and the Taliban is only one of them.

The soldier was noticed missing during a routine check of the unit on Tuesday and was first listed as "duty status whereabouts unknown," a U.S. defense official said on condition of anonymity because details are still sketchy.

Two U.S. defense sources said the soldier "just walked off" post with three Afghan counterparts after he finished working. They said they had no explanation for why he left the base. He was assigned to a combat outpost, one of a number of smaller bases set up by foreign forces in Afghanistan, the officials said.

The most important insurgent group operating in that area is known as Haqqani network and is led by Siraj Haqqani, whom the U.S. has accused of masterminding beheadings and suicide bombings.

The Associated Press and FOX News' Jennifer Griffin contributed to this report.