Peter Kassig
Isis has threatened to kill US hostage Peter Kassig.Source: Handout

A US aid worker taken hostage by Isis (now known as Islamic State) militants in Syria told his parents he loves them and said he is afraid to die in a letter written in captivity.

Ed and Paula Kassig said their 26-year-old son, Abdul-Rahman Kassig, wrote that he was saddened by the pain caused to them by his kidnapping.

"The first thing I want to say is thank you. Both to you and mom for everything you have both done for me as parents; for everything you have taught me, shown me, and experienced with me," Kassig wrote.

"I cannot imagine the strength and commitment it has taken to raise a son like me but your love and patience are things I am so deeply grateful for.

"I am obviously pretty scared to die but the hardest part is not knowing, wondering, hoping, and wondering if I should even hope at all," the letter went on.

"I am very sad that all this has happened and for what all of you back home are going through. If I do die, I figure that at least you and I can seek refuge and comfort in knowing that I went out as a result of trying to alleviate suffering and helping those in need."

A former US soldier who served in Iraq in 2007, the Indiana native was abducted by Islamic State jihadists in October last year as he was providing aid for refugees in Syria.

He appeared in an online video showing British hostage Alan Henning being murdered by the Islamist militants last week.

Kassig was paraded before the world at the end of the footage and threatened with death unless the US and its western allies cease their air campaign against the group, in what has now become a sickeningly familiar pattern.

The group has previously killed US journalists James Foley and Steven Sotloff and British aid worker David Haines.

In the letter to his parents, Kassig who was known as Peter before converting to Islam, reportedly during captivity, said he prayed every day and was not angry about his situation.

"I am in a dogmatically complicated situation here, but I am at peace with my belief," he wrote in the message that ended with the words: "I love you".

Kassig's parents pleaded for their son's freedom in a video statement released at the end of last week.