Seven foreign hostages kidnapped last month by a Nigerian Islamist group from a construction firm's compound have been killed, the Greek and Italian Foreign Ministries said on Sunday.

Al Qaeda-affiliated group Ansaru said on Saturday it had killed the hostages seized on February 7 in the northern state of Bauchi because of attempts by Nigerian and British forces to free them.

It published grainy photos purporting to show the bodies of a Briton, an Italian, a Greek and four Lebanese workers snatched from the Lebanese firm Setraco.

Foreign governments had not been able to confirm the killings until Sunday.

Greece confirmed its citizen was dead, adding that Foreign Minister Dimitris Avramopoulos had informed his family.

Lebanon declined to comment.

Italy and Greece denied any attempt to rescue them had been made by any of the governments involved. Nigeria had no confirmation of the killings.

"Our checks conducted in co-ordination with the other countries concerned lead us to believe that the news of the killing of the hostages seized last month is true," an Italian Foreign Ministry statement said.

"There was never any military attempt to rescue the hostages by any of the governments concerned," it said, adding the president had sent his condolences to the Italian's family.

Security has become a top concern for oil and infrastructure companies across the region after gunmen loyal to al Qaeda's north African franchise stormed an Algerian gas plant in January. Up to 37 foreigners died during an attempted rescue mission by Algerian forces. [Reuters]