According to sources, the papers have been missing ever since the role of the consul general came under the scanner.
Speaking to reporters, Foreign Secretary Nirupama Rao said the government had sought a report on the issue.
"I am aware of this and have sought a factual report," Rao said.
Rao further said, "India was getting very good cooperation from the United States government in the investigation."
"We have been told that they will cooperate with us at all levels," she added.