The BBC last night expressed "deep concern" at reports from Gaza that militants said to be linked to al Qaeda had killed Alan Johnston, 44, the abducted Scottish journalist.

However, it stressed: "At this stage, it is rumour with no independent verification." No 10 also urged caution because there had been no corroboration and the Foreign Office told The Herald: "We are aware of these reports and are urgently looking into them."

They come just days after the BBC said it had been told by the office of Mahmoud Abbas, the Palestinian President, that he had "credible evidence" its reporter was "safe and well".

The only Western journalist based in the troubled Palestinian territory, Mr Johnston, whose parents Graham and Margaret are from Lochgoilhead, Argyll, went missing from his office in Gaza City on March 12 amid reports he was snatched from his car by masked gunmen.

Mr Johnston has been missing for longer than any of the dozen or so foreigners previously kidnapped in Gaza in the past year; most have been released in days and uninjured.

Yesterday, a statement was e-mailed to media organisations, signed by a previously unknown group calling itself the Palestinian Jihad and Tawheed Brigades after an Iraqi al Qaeda group. It claimed to have executed Mr Johnston and said it would release a video recording of the murder.

The statement read: "The whole world knows of our just cause in demanding the release of our prisoners, who are waiting under the fire of the occupation. Our demand was that all of those who are responsible for the journalist release our prisoners who are being held in the prisons of the occupation. The whole world made so much noise about this foreign journalist, while it took no action over our thousands of prisoners."

It continued: "Our objective was to broadcast a clear message, and we were surprised by the position of the Palestinian Authority, which attempted to hide the case as much as it could and to present the case in an untruthful manner, leading us unfortunately to kill the journalist so that our message is understood."

It added: "We lay the responsibility on the the PA presidency, Palestinian government, and the British government for the blood of its journalist son.

"And we confirm that our demands for the release of our prisoners in the occupation jails still stands. We will not relent until we release them all, free and dignified. Allah is great, for it is either victory or martyrdom."

Hani al Qawasmi, the Palestinian Interior Minister, said: "I have been in contact with all the security chiefs since I heard the information There is no information to confirm the killing of the journalist Johnston."

He added: "At the Interior Ministry we have not received any demands of any kind, whether for ransom or anything else. No party has said it is holding the journalist."

Saeb Erekat, a senior adviser to Mr Abbas, said the President was following the issue personally. "We have heard rumours. We hope he will be released alive and in good health. Every effort is being exerted to avoid a disaster."

Since his disappearance, there has been a concerted campaign both at home and in the Middle East to free Mr Johnston. Last week, his parents travelled to London, where they read out an open letter in which they urged their son to keep his "chin up".

To mark a full month since his abduction, the BBC held an Alan Johnston Day of Action. Posters pressing for his release were unveiled and a programme about him was broadcast on television across several networks at home and abroad.

There have been numerous protests in Gaza itself. Earlier this month, more than 300 local journalists held a demonstration with their mouths gagged.

Those supporting the campaign to free Mr Johnston include Ban Ki-moon, Secretary General of the United Nations, Prince Saud al Faisal, Saudi Arabia's Foreign Minister, and John Sentamu, the Archbishop of York.

Mr Johnston's three-year placement in Gaza had been due to finish at the end of last month.

The journalist joined the BBC World Service in 1991 and has spent eight of the past 16 years as a correspondent, including periods in Uzbekistan and Afghanistan.