Story highlights Two special agents died Friday in an incident during training, the FBI says

An official says they were killed during a hostage rescue training exercise

Two FBI special agents were killed Friday during a training exercise off the coast of Virginia Beach, Virginia, the bureau said in a statement released Sunday.

"Special Agent Christopher Lorek and Special Agent Stephen Shaw were assigned to the FBI's Critical Incident Response Group. The cause of the incident is under review."

An official who asked not to be identified told CNN that the two agents were killed in a hostage rescue training exercise.

The official gave no further details.