A supporter of the self-styled Islamic State (IS) militants has issued a threat against Fox News contributor Rob O'Neill, the former United States (US) Navy SEAL who says he fired the shot that killed Osama bin Laden, and also posted the ex-commando's purported home address in Montana on-line.

Undersheriff George Skuletich of the Butte-Silver Bow Law Enforcement Department said on Tuesday O'Neill no longer lives in the Butte area but that his agency was aware of the posting and contacted federal authorities.

O'Neill, 39, who grew up in Butte, told The Washington Post last year that he was the Navy SEAL who fired the fatal gunshot that struck bin Laden in the forehead during the US raid in May 2011 on the Al Qaeda leader's compound in Pakistan.

Fox News Channel, which hired O'Neill as a network contributor earlier this year, has profiled him in a television documentary titled: "The Man Who Killed Osama bin Laden."

Read: Navy SEAL whose shots killed bin Laden goes public

The killing of the leader behind the devastating September 11, 2001, attacks on New York's World Trade Centre and the Pentagon was considered a major national security victory for President Barack Obama and the US military.

A message posted on Saturday to the Twitter account of Sally Jones, widow of a slain IS computer hacker, contained a link to a lengthier message on the text-sharing site Pastebin that contained O'Neill's purported address in Butte.

The Twitter post carried the hashtag #RunRobertRun and the Pastebin message referred to the Montana address as a "number one target."

Both elements of the threat were documented by the private SITE Intelligence Group, which monitors jihadist activity.

The Twitter account and the Pastebin page have since been disabled, but SITE reported it was circulated online by IS supporters.

According to the Counter Extremism Project, Jones is a British convert to Islam and former punk rocker who moved to Syria and was married to Junaid Hussain, an IS hacker and recruiter.

Hussain, who also was from Britain, is believed to have been killed in a US drone strike in August.

A Fox News spokeswoman said O'Neill would discuss the matter during a Tuesday night appearance on the show hosted by network commentator Sean Hannity.

An Federal Bureau of Investigation (FBI) spokesman declined to comment on the matter.

Last November, when O'Neill took credit for firing the shot that killed bin Laden, he also acknowledged at least two other Navy SEAL members, including Matt Bissonnette, shot at the Al Qaeda leader.

Bissonnette chronicled the mission in the 2012 book "No Easy Day" but did not identify the shooters.