A team of US government investigators visited Libya's second city Benghazi on Thursday to examine the site where Ambassador Chris Stevens and three other Americans were killed in an attack last month.

"An American investigative committee visited the site where the US ambassador was killed," a defence ministry official in Benghazi told AFP, confirming that the team included FBI agents.

The dirt road which leads to the front gate of the US mission in Benghazi was sealed off in the morning by defence ministry vehicles mounted with weapons, an AFP correspondent reported.

"About 20 Americans dressed in civilian clothing came and we were asked to protect them until they leave Benghazi," said a commander of the Libya Shield brigade, a former rebel unit under defence ministry command.

"They arrived in the early morning and worked for three hours collecting evidence," added the commander, who spoke on condition of anonymity.

In Washington, a Pentagon spokesman confirmed that "defense personnel" were part of the team with the military providing air transportation to the investigators.

After spending a number of hours at the site, "they left a short time ago," press secretary George Little told a news conference.

He declined to disclose further details of the visit or to answer questions as to why the investigative team had not travelled to the site previously, amid reports sensitive US government documents were still scattered among the rubble of the heavily damaged consulate.

Little said he wanted to ensure security for any future visits by the team.

On Tuesday, Libyan authorities said they had approved an FBI visit to Benghazi to investigate the deadly September 11 attack on the consulate.

US Secretary of State Hillary Clinton vowed on Wednesday to answer lingering questions about the assault amid a barrage of Republican criticism that has become fodder for the the November 6 presidential election.

"There are continuing questions about what exactly happened in Benghazi on that night three weeks ago and we will not rest until we answer those questions and until we track down the terrorists who killed our people," Clinton said.

"The men and women who serve this country as diplomats deserve no less than a full and accurate accounting, wherever that leads."

Initially, the Obama administration insisted the Benghazi assault was a spontaneous protest against an anti-Islam film, which had sparked demonstrations the same day in Cairo when the US embassy was stormed.

But late last week, it acknowledged that Al-Qaeda elements may have been linked to the attack in which the Benghazi compound was gutted by fire.