US special forces have stormed a yacht hijacked by Somali pirates after four American hostages were shot dead, the US military said. They are the first Americans to be killed since hostage-taking by Somali pirates became rife.

The yacht's two owners had been sailing round the world distributing Bibles, accompanied by two holidaymakers.

According to the US military, a special forces team boarded the hijacked yacht, the Quest, on Tuesday after they heard shots fired and after the pirates had launched a rocket-propelled grenade at a naval ship. One pirate was shot dead and another killed with a knife in hand-to-hand combat.

The bodies of two other pirates were found aboard, possibly the result of earlier fighting between the hostage-takers. Fifteen pirates have been arrested and are aboard the aircraft carrier USS Enterprise. They are almost certain to be taken to the US for trial.

The special forces provided immediate medical care to at least one of the hostages, Phyllis Macay, but she was too badly wounded to survive.

Somali pirates in touch with news agencies claimed the four hostages were killed in retaliation after a pre-emptive strike by the US navy. "This is absolute nonsense. It is false," said Lieutenant-Commander Bill Speaks, a spokesman for US Central Command, based in Tampa, Florida.

"We were in the process of talking with the pirates when we heard small arms fire and a rocket-propelled grenade was fired at the USS Sterett, a guided missile destroyer," Speaks said. "It was only after that our special forces operations team went into action. The hostages were killed prior to any action by US forces."

The USS Sterett was close to the yacht at the time, only about 500 yards away, and the navy had been negotiating for the hostages' release.

The hostages were identified as Jean and Scott Adam, from Los Angeles, the owners of the Quest, and holidaymakers Macay and Bob Riggle, from Seattle, Washington state.

The Adams had been sailing round the world for seven years and visited Panama, New Zealand, China and Cambodia. They had left the southern tip of India bound for Oman and had joined a fleet of other yachts, hoping to find safety in numbers in waters where piracy is common.

The White House spokesman, Jay Carney, said Barack Obama had been woken in the middle of the night to be informed about the deaths. Obama had, on Saturday, authorised the use of force in the event of an imminent threat to the hostages.

Two Somali pirates spoke with Reuters by telephone on Tuesday claiming the murders had been their response to a US attack. "Our colleagues called us this morning [saying] that they were being attacked by a US warship," said a pirate who identified himself as Muhammad.

"The US warship shot in the head two of my comrades who were on the deck of the yacht by the time they alerted us," he said. "This is the time we ordered the other comrades inside the yacht to react – kill the four Americans because there was no other alternative – then our line got cut."

Hussein, a pirate from Hobyo, another Somali coastal pirate haven, said: "The killing of those four Americans and our comrades is a fair game that has started. Everybody will react if his life is in danger. We should not agree to be killed and let the hostages be freed."

Andrew Mwangura, a piracy expert and maritime editor of the Somalia Report website, said the killing of the US hostages was unusual. He said it was strange to have so many pirates, 19, aboard a small vessel, which would have caused tensions among them. "It's too many people in a yacht, with limited water, and that could have made the pirates jumpy," Mwangura said.

But that still did not explain why the hostages were killed if, as the US reports suggest, negotiations were continuing. "Who killed the pirates that were found dead on the yacht? Was there military intervention that we don't know about? Something does not add up."

The military said US forces had been monitoring the Quest for about three days. Four US navy warships were involved, including an aircraft carrier.

US snipers killed Somali pirates in 2009 while rescuing the American captain of a cargo vessel. A pirate captured that day was last week sentenced in New York to 33 years in jail.