A ransom note connected to the disappearance of US television host Savannah Guthrie's mother said she had died, US media reported on Monday.

Nancy Guthrie, 84, went missing from her home in Tucson, Arizona in the early hours of February 1. 

Security camera footage released by authorities showed a masked, apparently armed man at her house, but the trail has since gone cold.

Two notes were sent to Nancy Guthrie's family and multiple American outlets, CNN and CBS reported, citing unnamed law enforcement.

The first note demanded a ransom of millions of dollars and a second note claimed that the kidnappers did not mean to kill Nancy Guthrie but that she had died shortly after her disappearance.

"Investigators believed they are legitimate communications from the kidnappers," CNN said.

Savannah Guthrie co-hosts NBC's Today show, which draws millions of viewers on weekday mornings.