As per a report published in BBC news, Peter's parents- Ed and Paula Kassig, who hail from Indianapolis, have revealed the excerpts from a letter written by their captured son in June this year.
The letter says, "I am obviously pretty scared to die but the hardest part is not knowing, wondering, hoping, and wondering if I should even hope at all.
"I am very sad that all this has happened and for what all of you back home are going through.
"If I do die, I figure that at least you and I can seek refuge and comfort in knowing that I went out as a result of trying to alleviate suffering and helping those in need.
"In terms of my faith, I pray everyday and I am not angry about my situation in that sense.
The letter, addressed to his parents, concludes with heart-wrenching "I love you".
On Sunday, Peter's parents pleaded with ISIS captors to show mercy and set their son free, in a video message.
His parents spoke about their son's vocation to help Syrian refugees and refer to him as Abdul Rahman, the name he adopted when he converted to Islam during captivity in Syria.
"At an early age our son was inspired by his grandfather to do humanitarian work. When he saw the suffering of the Syrian people, he went to Turkey and founded an organisation to provide aid and assistance," Ed said, who throughout the video mentioned his 26-year-old son's vocation.
"We implore his captors to show mercy and use their power to let our son go," they said in the video posted on YouTube with Arabic subtitles.
His mother Paula, wearing a scarf on her head to show respect for Islamic customs, spoke directly to her son in hope that he will be able to see the video.
"We are so very proud of you and the work you have done to bring humanitarian aid to the Syrian people," she says while holding his photo.
The militants have killed four western hostages- James Foley, Steven Sotloff, David Haines and Alan Henning in recent weeks.
After the brutal beheading of Alan Henning, IS militants had warned that Kassig would be the fifth westerner to be killed next, who was clad in an orange jumpsuit, like earlier victims.
Kassig, who joined US army in 2006 is the first soldier who served in the Middle East and later returned to the area on a humanitarian mission, has been missing for a year in Syria.
Kassing had converted to Islam and rechristened himself as Abdul Tahman, while being in the captivity of ISIS.
He had also founded his own relief group, called Special Emergency Response and Assistance (SERA).
On social media sites like Facebook and Twitter, people are praying for his life.
Mercy for Abdul-Rahman Kassig - formerly known as Peter is a Facebook page dedicated for the mercy on him.
Here are some heart touching tweets on Peter Kassig:
"The driving force in our family has always been to serve others." - Ed Kassig https://t.co/h5e3v8AS9z— Kassig Family (@kassigfamily) October 4, 2014
"The way I saw it, I didn't have a choice. This is what I was put here to do." Abdul-Rahman Kassig. pic.twitter.com/dnIaWVfIqO— Kassig Family (@kassigfamily) October 4, 2014
Saddened and angered by the murder of Alan Henning by IS. Praying for my good friend Peter Kassig, one of the best people I know.— Josh Wood (@JWoodAP) October 3, 2014
Peter Kassig, my friend, a kind man, he left everything to being aid to the Syrian people. I can't describe the feeling right now.— Michael Downey (@mgdowney) October 3, 2014