In a TV broadcast on May 15, a man sitting in near darkness and identified as an FSB officer said a "CIA operative" was expelled in January.
He said the FSB then asked its U.S. counterparts to halt this "disturbing activity."
The allegedly expelled agent was not named.
U.S. State Department spokesman Patrick Ventrell told reporters in Washington on May 15 that "we've seen those media reports, but I have nothing for you on a January case at all."
The TV broadcast comes after Russia ordered U.S. diplomat Ryan Fogle on May 14 to leave the country after the security services claimed to have caught him trying to recruit a Russian agent in Moscow.