The rocket was launched Monday from Cape Canaveral Air Force Station at 1:00 GMT.
The Wall Street Journal reported, citing the US industry and government officials, that the satellite did not separate from the rocket as planned and fell back.
SpaceX signaled no problems during the launch and has not commented on the reports so far.
The launch of the satellite has been carried out at the request of the US government. The information about the orbital parameters as well as about the satellite's purpose has been classified.
SpaceX May Have Lost A Super Expensive And Classified US Spy SatelliteHot Trending Buzz news pic.twitter.com/g7b5xbnljz— 7evenclub (@amberperly) January 9, 2018
The Wall Street Journal: Top-secret spy satellite appears lost after SpaceX launch failure https://t.co/f9TF64LUFF— seputartrading (@seputartradings) January 9, 2018
The satellite's launch should have taken place in November 2017, however, it has been delayed several times for various reasons.