The United States on Tuesday confirmed that a second American was killed fighting for Ukraine, as it warned of risks amid worries over two other US citizens captured battling Russia.

The State Department said that 52-year-old Stephen Zabielski died in Ukraine and that it was providing his family with consular assistance.

"We once again reiterate US citizens should not travel to Ukraine due to the active armed conflict and the singling out of US citizens in Ukraine by Russian government security officials," a State Department spokesperson said.

The spokesperson called on US citizens in Ukraine to "depart immediately if it is safe to do so using any commercial or other privately available ground transportation options."

Zabielski is the second American known to be killed fighting for Ukraine since Russia attacked its neighbor in February.

A 22-year-old former Marine, Willy Joseph Cancel, was confirmed as the first American killed fighting for Ukraine in late April.

A newspaper in upstate New York, where Zabielski used to live, ran an obituary saying that he died on May 15 "while fighting the war in Village of Dorozhniank, Ukraine."

Zabielski, who went by Steve, was employed in construction for 30 years and was survived by a wife and five stepchildren, said the obituary in The Recorder.

"Steve enjoyed life to the fullest. He enjoyed hunting, fishing, & riding his Harley," it said.

The obituary said that he was born in Amsterdam, New York, near the state capital Albany, and lived in the area until 2018 before moving to Florida.

The death was confirmed amid US concerns about two US military veterans volunteering for Ukraine who were captured earlier this month in the east of the war-wracked country.

Alexander Drueke and Andy Huynh, who had both been living in Alabama, were seen in videos aired by Russian state media but it was unclear where they were being held.

The State Department has said that Russia is required to treat volunteers humanely as they would other prisoners of war in accordance with the Geneva Conventions.

Kremlin spokesman Dmitry Peskov, in an interview with NBC News released on Monday, called them "soldiers of fortune" and said they should be "held responsible for those crimes that they have committed."

Peskov also said the Geneva Conventions would not apply to the pair.