"Whilst I was speaking, the news came out about four American soldiers who were killed in an incident in Lithuania," Rutte told reporters in Warsaw.
He added that the details of the incident, which he called "terrible news," are still unclear.
"Our thoughts are with families and loved ones," he added.
Earlier, the Lithuanian Armed Forces said a report was received on Tuesday about four US soldiers and one tracked vehicle missing during a training exercise in eastern Lithuania.
Lithuanian and foreign troops, as well as helicopters, were deployed to search for the missing.
AzVision.az