Meanwhile, the French Defense Ministry tried to confirm al-Qaida in the Islamic Magreb's claim it beheaded Philippe Verdon last week in retaliation to France sending troops to Mali to fight insurgents in the north, Radio France Internationale reported.
An al-Qaida in the Islamic Magreb representative told ANI news agency Tuesday it had executed Verdon, whom the spokesman called a French "spy."
"The French President Hollande is responsible for the life of the other French hostages," he said.
RFI said 15 French citizens were being held hostage in Africa. The al-Qaida affiliate claimed to be holding six of them, including Verdon.
Verdon's father, Jean-Pierre Verdon, said he was told about the claim that his son was executed Wednesday and was awaiting confirmation.
Verdon's family have denied any connections with the French secret services.
Verdon was one of two French citizens kidnapped in Hombori in northern Mali in November 2011.
French and Chadian troops have been fighting a coalition of militants and rebels in northern Mali since January.
The militants had seized control of major cities and imposed strict Islamic law following a coup in March 2012. Since the intervention began, the territory has been recaptured but fighting still occurs in the mountains.