FBI agents will fly to the Federated States of Micronesia (FSM) to conduct an investigation into the death of a US citizen serving as the Acting Attorney-General of the state of Yap, who was reportedly shot three times while jogging near her home in the Western Pacific.

Rachelle Bergeron was shot three times about 7:30pm on Monday (local time) while returning from jogging near her home on the island of Yap, according to reports.

Yap Memorial State Hospital medical chief of staff Bodunrin Mandela said Ms Bergeron was shot at close range — she was rushed to a nearby hospital but they were unable to revive her.

"She was dead on arrival. It was too late already," Mr Mandela told the ABC.

"There were exit wounds, a lot in her back. In total there were 21 bullet holes … maybe there was a shotgun."

Ms Bergeron moved to Yap in 2015 after being hired as Assistant Attorney-General — she was promoted to Acting Attorney-General early this year.

In a statement, the Government of FSM confirmed that Ms Bergeron was "recently deceased as the result of an alleged homicide", promising a "thorough investigation".

The Government's Director of Civic Affairs, Constantine Yow, said they do not know if the murder was politically motivated — other media outlets have quoted police reports saying they believe the shooter was acting alone.

Ms Bergeron was believed to be readying to celebrated her first anniversary with her husband.

"We've met with the husband," Mr Yow said.

"We're trying to support the family and expeditiously coordinate the investigation."

The ABC understands that agents from the Federal Bureau of Investigation are flying in from Washington to conduct their own autopsy and investigation.